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~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"The econometrics journal"
~person:"Christensen, Bent Jesper"
~person:"McAleer, Michael"
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Search: subject:"Volatilität"
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Volatility
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Christensen, Bent Jesper
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School of Accounting, Finance and Economics & FEMARC working paper series
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Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
2
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
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3
Modelling international tourism demand and volatility in Small Island Tourism Economies
Shareef, Riaz
(
contributor
);
McAleer, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003220957
Saved in:
4
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
5
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
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