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subject:"Volatilität"
~isPartOf:"Computational economics"
~isPartOf:"Journal of international financial markets, institutions & money"
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Optimal filter approximations for latent long memory stochastic volatility
Yap, Grace Lee Ching
- In:
Computational economics
56
(
2020
)
2
,
pp. 547-568
Persistent link: https://www.econbiz.de/10012272047
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2
A long memory model with normal mixture GARCH
Cheung, Yin-Wong
;
Chung, Sang-Kuck
- In:
Computational economics
38
(
2011
)
4
,
pp. 517-539
Persistent link: https://www.econbiz.de/10009356868
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3
Forecasting foreign exchange volatility : why is implied volatility biased and inefficient? ; and does it matter?
Neely, Christopher J.
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 188-205
Persistent link: https://www.econbiz.de/10003797288
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4
Long-memory dynamics in a SETAR model : applications to stock markets
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Journal of international financial markets, …
15
(
2005
)
5
,
pp. 391-406
Persistent link: https://www.econbiz.de/10003270564
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