Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Wang, Jianxin & Yang, Minxian, 2013. "On the risk return relationship," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 132-141.
- Veiga, Helena & Bretó, Carles, 2011. "Forecasting volatility: does continuous time do better than discrete time?," DES - Working Papers. Statistics and Econometrics. WS ws112518, Universidad Carlos III de Madrid. Departamento de Estadística.
- Minxian Yang, 2014. "The Risk Return Relationship: Evidence from Index Return and Realised Variance Series," Discussion Papers 2014-16, School of Economics, The University of New South Wales.
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