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type_genre:"Congress report"
type_genre:"Übersichtsarbeit"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Board of Governors"
~person:"Lunde, Asger"
~type_genre:"Working Paper"
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Lunde, Asger
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ECONIS (ZBW)
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Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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3
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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