Volatility in Equilibrium: Asymmetries and Dynamic Dependencies*

DOI10.1093/rof/rfr005zbMath1250.91105OpenAlexW3126108094MaRDI QIDQ2919956

George Tauchen, Tim Bollerslev, Natalia Sizova

Publication date: 23 October 2012

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfr005

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Economic dynamics (91B55)

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