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Exchange rate
Aktienindex
4,857
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ECONIS (ZBW)
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121
Bayesian analysis of stochastic volatility models with flexible tails
Steel, Mark F. J.
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
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122
Statistical aspects of ARCH and stochastic volatility
Shephard, Neil G.
- In:
Time series models : in econometrics, finance and other …
,
(pp. 1-67)
.
1996
Persistent link: https://www.econbiz.de/10001319937
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123
Some empirical evidence on the time-series properties of four UK asset prices
Lane, J. A.
- In:
Economica
63
(
1996
)
251
,
pp. 405-426
Persistent link: https://www.econbiz.de/10001207841
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124
Pricing foreign index contingent claims : an application to Nikkei Index warrants
Dravid, Ajay R.
- In:
The journal of derivatives : the official publication …
1
(
1993
)
1
,
pp. 33-51
Persistent link: https://www.econbiz.de/10001202809
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