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Volatility puzzles: a simple framework for gauging return-volatility regressions

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  • Bollerslev, Tim
  • Zhou, Hao

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  • Bollerslev, Tim & Zhou, Hao, 2006. "Volatility puzzles: a simple framework for gauging return-volatility regressions," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 123-150.
    • Handle: RePEc:eee:econom:v:131:y:2006:i:1-2:p:123-150
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