Economics Discussion Series / Duke Financial Econometrics Lunch Group / /
Country
Switzerland / Germany / France / Japan / United States / United Kingdom / /
Currency
pence / Rs / / /
Facility
Notre Dame University / Duke University / University of Chicago / Michigan State University / OxfordMan Institute’s Realized Volatility Library / /
IndustryTerm
asset pricing finance / /
MarketIndex
Baltic Dry / VIX / /
Organization
Notre Dame University / Danish National Research Foundation / Michigan State University / OxfordMan Institute / National Science Foundation / University of Chicago / Chicago / Board of Governors / Federal Reserve Board / Division of Research and Statistics / Duke University / Durham / /
Person
Evidence Tim Bollerslev / Hao Zhou / Lai Xu / Tim Bollerslev / George Tauchen / Andrew Patton / James Marrone / / /
Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Stock Return Predictability and Variance Risk Premia: Statistical Inference and Inte