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~isPartOf:"International journal of forecasting"
~person:"Brownlees, Christian"
~person:"Linton, Oliver"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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International journal of forecasting
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Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
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2
A GARCH model of the implied volatility of the Swiss market index from option prices
Sabbatini, Michael
- In:
International journal of forecasting
14
(
1998
)
2
,
pp. 199-213
Persistent link: https://www.econbiz.de/10001338711
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