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person:"Paolella, Marc S."
subject:"Japan"
~person:"Chetty, Raj"
~person:"Kamada, Koichiro"
~person:"Ryan, Michael"
~person:"Satchell, Stephen"
~subject:"ARCH model"
~subject:"Sozialpolitik"
~subject:"Switzerland"
~type_genre:"Book section"
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Paolella, Marc S.
Chetty, Raj
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Forecasting volatility in the financial markets
2
Fiscal policy and management in East Asia : [NBER-East Asia Seminar on Economics, volume 16 ; this volume contains edited versions of papers at the NBER's East Asia Seminar on Economics 16th Annual Conference, held in Manila, the Philippines on June 23-25, 2005]
1
Handbook of heavy tailed distributions in finance
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1
GARCH predictions and the predictions of option prices
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 279-294)
.
2007
Persistent link: https://www.econbiz.de/10003872994
Saved in:
2
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 365-389)
.
2007
Persistent link: https://www.econbiz.de/10003873026
Saved in:
3
Policy options for financing future health and long-term care costs in Japan
Fukui, Tadashi
;
Iwamoto, Yasushi
- In:
Fiscal policy and management in East Asia : [NBER-East …
,
(pp. 415-442)
.
2007
Persistent link: https://www.econbiz.de/10003599531
Saved in:
4
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 385-404)
.
2003
Persistent link: https://www.econbiz.de/10001882139
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