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subject:"Geldtheorie"
subject:"Monetary policy"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~person:"Kaeck, Andreas"
~subject:"Volatility"
~type_genre:"Article in journal"
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Kaeck, Andreas
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Journal of banking & finance
Macroeconomic dynamics
The economic journal : the journal of the Royal Economic Society
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Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
2
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
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