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~isPartOf:"CFS working paper series"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Cheung, Yin-Wong"
~subject:"Comparison"
~subject:"Estimation"
~subject:"Risikoprämie"
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Comparison
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Bollerslev, Tim
Cheung, Yin-Wong
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CFS working paper series
Journal of international money and finance
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ECONIS (ZBW)
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1
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
2
Parity reversion in real exchange rates during the post-Bretton Woods period
Cheung, Yin-Wong
- In:
Journal of international money and finance
17
(
1998
)
4
,
pp. 597-614
Persistent link: https://www.econbiz.de/10001253031
Saved in:
3
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
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