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~person:"Liao, Yin"
~subject:"Volatilität"
~type_genre:"Bibliografie enthalten"
~type_genre:"Non-commercial literature"
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Liao, Yin
Gupta, Rangan
41
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17
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16
Clements, Adam
14
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11
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Salisu, Afees A.
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7
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Craig, Ben R.
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Karmakar, Sayar
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Nason, James Michael
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5
Bao Hoang Nguyen
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ECONIS (ZBW)
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The role of index jumps and cojumps in forecasting stock index volatility : evidence from the Dow Jones index
Clements, Adam
;
Liao, Yin
-
2014
Persistent link: https://www.econbiz.de/10011343882
Saved in:
2
Modeling and forecasting realized volatility : getting the most out of the jump component
Clements, Adam
;
Liao, Yin
-
2013
Persistent link: https://www.econbiz.de/10009789511
Saved in:
3
Does modeling jumps help? : a comparision of realized volatility models for risk prediction
Liao, Yin
-
2012
Persistent link: https://www.econbiz.de/10009562424
Saved in:
4
Do jumps matter? : forecasting multivariate realized volatility allowing for common jumps
Liao, Yin
;
Anderson, Heather M.
;
Vahid, Farshid
-
2010
Persistent link: https://www.econbiz.de/10008657960
Saved in:
5
Do jumps matter? : forecasting multivariate realized volatility allowing for common jumps
Liao, Yin
;
Anderson, Heather M.
;
Vahid, Farshid
-
2010
Persistent link: https://www.econbiz.de/10008661656
Saved in:
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