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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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Expected Stock Returns and Variance Risk Premia
Bollerslev, Tim; Tauchen, George; Zhou, Hao - In: The review of financial studies 22 (2013) 11, pp. 4463-4462
Persistent link: https://www.econbiz.de/10010114741
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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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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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ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
Scherrer, Wolfgang; Ribarits, Eva; Baba, Y.; Engle, R.F.; … - In: Econometric theory 23 (2007) 3, pp. 464-484
Persistent link: https://www.econbiz.de/10007718228
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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.; Linton, Oliver B.; Andrews, D.W.K.; … - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10007869213
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Solidificatation Process of High Speed Tool Steel Type Cast Iron for Rolls
Ogi, K.; Ono, Y.; Zhou, H.; Miyahara, H. - In: Tetsu-to-hagane 81 (1995) 9, pp. 912-917
Persistent link: https://www.econbiz.de/10006707564
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Life cycle carbon emission flow analysis for electricity supply system: A case study of China
Chen, G.; Chen, B.; Zhou, H.; Dai, P. - In: Energy policy 61 (2013), pp. 1276-1284
Persistent link: https://www.econbiz.de/10010166048
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Paper Surface - Numerical evaluation of the printability of paper surfaces
Danby, R.; Zhou, H. - In: Pulp & paper Canada 105 (2004) 9, pp. 38-41
Persistent link: https://www.econbiz.de/10008356501