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~isPartOf:"Handbook of financial time series"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Revista Brasileira de Finanças : RBFin"
~person:"Koopman, Siem Jan"
~person:"Medeiros, Marcelo C."
~person:"Nelson, Charles R."
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Search: subject:"Volatility"
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Volatility
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4
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Koopman, Siem Jan
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Nelson, Charles R.
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Handbook of financial time series
Journal of empirical finance
Revista Brasileira de Finanças : RBFin
Discussion paper / Tinbergen Institute
43
Tinbergen Institute Discussion Papers
31
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24
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ECONIS (ZBW)
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1
Economic gains of realized
volatility
in the Brazilian stock market
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
3
,
pp. 319-349
Persistent link: https://www.econbiz.de/10011585234
Saved in:
2
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
3
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
Saved in:
4
Why are stock returns and
volatility
negatively correlated?
Bae, Jinho
;
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
Saved in:
5
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
Saved in:
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