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subject:"Volatility"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Guidolin, Massimo"
~person:"Koopman, Siem Jan"
~person:"Li, Minqiang"
~subject:"Prognoseverfahren"
~type_genre:"Book section"
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Volatility
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1990-2007
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Guidolin, Massimo
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Li, Minqiang
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Encyclopedia of finance research ; Vol. 1
1
Financial markets and the global recession
1
Handbook of financial time series
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ECONIS (ZBW)
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The continuous-time dynamics of VIX amid the recent market turmoil
Li, Minqiang
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2011
Persistent link: https://www.econbiz.de/10009716086
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The continuous-time dynamics of VIX amid the recent market turmoil
Li, Minqiang
- In:
Financial markets and the global recession
,
(pp. 201-222)
.
2010
Persistent link: https://www.econbiz.de/10009614250
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Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
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