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institution:"Agricultural and Applied Economics Association - AAEA"
~institution:"European University Institute / Department of Economics"
~person:"Lanne, Markku"
~type_genre:"Working Paper"
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A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
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2
Forecasting realized volatility by decomposition
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338294
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3
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
4
The effect of a transaction tax on exchange rate volatility
Lanne, Markku
(
contributor
);
Vesala, Timo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291437
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