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subject:"Volatilität"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Inflation"
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Volatilität
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
115
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
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University of Canterbury / Dept. of Economics and Finance
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Kansantaloustieteen Laitos <Tampere>
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Economic Research Forum for the Arab Countries, Iran and Turkey
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Trinity College Dublin / Department of Economics
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American Institute for Economic Research
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Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
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2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
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