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Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim; Xu, Lai; Zhou, Hao - In: Journal of econometrics 187 (2015) 2, pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim; Zhou, Hao - In: Journal of econometrics 131 (2006) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10006747796
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Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim; Gibson, Michael; Zhou, Hao - In: Journal of econometrics 160 (2011) 1, pp. 235-246
Persistent link: https://www.econbiz.de/10008770541
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Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim; Zhou, Hao - In: Journal of econometrics 109 (2002) 1, pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
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Corrigendum to "Estimating stochastic volatility diffusion using conditional moments of integrated volatility" (J. Econom. 109 (2002) 33-65)
Bollerslev, Tim; Zhou, Hao - In: Journal of econometrics 119 (2004) 1, pp. 221
Persistent link: https://www.econbiz.de/10006758247
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Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim; Zhou, Hao - In: Journal of econometrics 109 (2002) 1, pp. 33-66
Persistent link: https://www.econbiz.de/10006767849
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Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim; Gibson, Michael S.; Zhou, Hao - In: Journal of econometrics 160 (2011) 1, pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
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Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim; Zhou, Hao - In: Journal of econometrics 131 (2006) 1/2, pp. 123-150
Persistent link: https://www.econbiz.de/10003298567
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Generalized autoregressive conditional heteroskedasticity
Bollerslev, Tim - In: Journal of econometrics 3 (1986), pp. 307-327
Persistent link: https://www.econbiz.de/10001036197
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Financial econometrics: past developments and future challenges
Bollerslev, Tim - In: Journal of econometrics 100 (2001) 1, pp. 41-51
Persistent link: https://www.econbiz.de/10001546139