Volatility in equilibrium: asymmetries and dynamic dependencies
type: Item
instance of: scholarly article
zbMATH Open document ID: 1250.91105
author: Tim Bollerslev
author: Natalia Sizova
author: George Tauchen
published in: Review of Finance
publication date: 2012-10-23T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B55
zbMATH DE Number: 6097929
MaRDI profile type: Publication
full work available at URL: rfr005
OpenAlex ID: W3126108094
DOI: 10.1093/ROF/RFR005
title: Volatility in equilibrium: asymmetries and dynamic dependencies
description: scientific article; zbMATH DE number 6097929