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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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Forecasting the term structure of government bond yields
Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
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A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
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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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Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
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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 interdependence between mutual fund managers and investors in setting fees
Christoffersen, Susan E. K. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536990