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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working paper"
~language:"eng"
~person:"Hsieh, Tai-Lin"
~person:"Lahaye, Jérôme"
~subject:"Volatilität"
~type:"book"
~type_genre:"Non-commercial literature"
~type_genre:"Proceedings"
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Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
2
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
3
How are VIX and stock index ETF related?
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011447222
Saved in:
4
The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
Lahaye, Jérôme
;
Neely, Christopher J.
-
2014
Persistent link: https://www.econbiz.de/10010423538
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5
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740039
Saved in:
6
Jumps, cojumps and macro announcements
Lahaye, Jérôme
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003740681
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