Scholars@Duke

Volatility in Equilibrium: Asymmetries and Dynamic Dependencies

Publication ,  Scholarly Edition
Bollerslev, T; Sizova, N; Tauchen, G
2009

Duke Scholars

Tim Bollerslev
Author Tim Bollerslev Economics
George E. Tauchen
Author George E. Tauchen Economics

Publication Date

2009
 

Citation

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ICMJE
MLA
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Bollerslev, T., Sizova, N., & Tauchen, G. (2009). Volatility in Equilibrium: Asymmetries and Dynamic Dependencies.
Bollerslev, Tim, Natalia Sizova, and George Tauchen. “Volatility in Equilibrium: Asymmetries and Dynamic Dependencies,” 2009.
Bollerslev T, Sizova N, Tauchen G. Volatility in Equilibrium: Asymmetries and Dynamic Dependencies. 2009.
Bollerslev T, Sizova N, Tauchen G. Volatility in Equilibrium: Asymmetries and Dynamic Dependencies. 2009.

Publication Date

2009