Volatility in equilibrium: Asymmetries and dynamic dependencies

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Tim Bollerslev
  • Natalia Sizova, Rice University
  • ,
  • George Tauchen, Duke University
Original languageEnglish
JournalReview of Finance (Print)
Volume16
Issue1
Pages (from-to)31-80
Number of pages50
ISSN1572-3097
DOIs
Publication statusPublished - 1 Jan 2012

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