Notes on financial econometrics
Year of publication: |
2001
|
---|---|
Authors: | Tauchen, George Eugene |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 100.2001, 1, p. 57-64
|
Subject: | Volatilität | Volatility | Finanzmarkt | Financial market | Theorie | Theory | Ökonometrisches Modell | Econometric model |
-
Forecasting volatility in the financial markets
Knight, John L., (1998)
-
Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E., (2007)
-
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael, (2002)
- More ...
-
Jump factor models in large cross-sections
Li, Jia, (2019)
-
Cash flows discounted using a model-free SDF extracted under a yield curve prior
Gallant, A. Ronald, (2021)
-
Gallant, A. Ronald, (1990)
- More ...