Work

Volatility in Equilibrium: Asymmetries and Dynamic Dependencies

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1589742

Authors: Tim Bollerslev, Natalia Sizova, George E. Tauchen

Institutions: National Bureau of Economic Research, Duke University, Microsoft (United States)

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2118314802

Cites: 71

Cited by: 38

Related to: 10