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subject:"Volatility"
~isPartOf:"Working paper"
~person:"Hafner, Christian M."
~person:"Härdle, Wolfgang"
~person:"Medeiros, Marcelo C."
~type:"book"
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Volatility
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Hafner, Christian M.
Härdle, Wolfgang
Medeiros, Marcelo C.
McAleer, Michael
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Mumtaz, Haroon
11
Neely, Christopher J.
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Theodoridis, Konstantinos
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Working paper
SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
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2014
Persistent link: https://www.econbiz.de/10010410204
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2
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
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