Author:
Aboura Sofiane,Wagner Niklas
Subject
Economics and Econometrics,Finance
Reference44 articles.
1. Why are stock returns and volatility negatively correlated?;Bae;J. Empir. Financ.,2007
2. How accurate is the asymptotic approximation to the distribution of realised variance?;Barndorff-Nielsen,2005
3. Statistics of Extremes: Theory and Applications;Beirlant,2004
4. Asymmetric volatility and risk in equity markets;Bekaert;Rev. Financ. Stud.,2000
5. The VIX, the variance premium and stock market volatility;Bekaert;J. Econom.,2014
Cited by
37 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献