Volatility in equilibrium: Asymmetries and dynamic dependencies

Review of Finance

Volumn 16, Issue 1, 2012, Pages 31-80

  Bollerslev, Tim ^a   Sizova, Natalia ^b   Tauchen, George ^a  

^a DUKE UNIVERSITY   (United States)

^b RICE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84555194952     PISSN: 15723097     EISSN: 1573692X     Source Type: Journal    
DOI: 10.1093/rof/rfr005     Document Type: Article

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