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institution:"The Wharton Financial Institutions Center"
~institution:"Banca nazionale del lavoro / Ufficio scenari economici"
~institution:"Banco Central do Brasil"
~isPartOf:"Working papers / Financial Institutions Center"
~subject:"Leistungsbeurteilung"
~subject:"Volatility"
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Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
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2
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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3
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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4
The scarcity of effective monitors and its implications for corporate takeovers and ownership structures
Gorton, Gary
(
contributor
);
Kahl, Matthias
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685929
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