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Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
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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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Modeling and forecasting realized volatility
Anderson, Torben G. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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Value at Risk (VaR) models : a comparative analysis of parametric and non parametric approaches
Ajassa, Giovanni (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10001435254
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Volatility and systematic risks in financial markets
Würsig, Christoph Matthias - 2022
Persistent link: https://www.econbiz.de/10013256100
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Essays on financial time series with a focus on high-frequency data
Becker, Janis - 2020
Persistent link: https://www.econbiz.de/10012225306
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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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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The impact of CEO turnover on equity volatility
Clayton, Matthew J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752006