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Forecasting realized volatility by decomposition
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003338294
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The relevance of accuracy for the impact of macroeconomic news on volatility
Laakkonen, Helinä; Lanne, Markku - 2009
Persistent link: https://www.econbiz.de/10003836433
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Forecasting realized exchange rate volatility by decomposition
Lanne, Markku - In: International journal of forecasting 23 (2007) 2, pp. 307-320
Persistent link: https://www.econbiz.de/10003483823
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Asymmetric news effects on volatility : good vs. bad news in good vs. bad times
Laakkonen, Helina (contributor); Lanne, Markku (contributor) - 2008
Persistent link: https://www.econbiz.de/10003666187
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The relevance of accuracy for the impact of macroeconomic news on exchange rate volatility
Laakkonen, Helinä; Lanne, Markku - In: International journal of finance & economics : IJFE 18 (2013) 4, pp. 339-351
Persistent link: https://www.econbiz.de/10010355971
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The effect of transaction costs on exchange rate volatility : daily and intradaily evidence
Lanne, Markku - 2004
Persistent link: https://www.econbiz.de/10001974359
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Near unit roots and regression based tests of the expectations hypothesis of the term structure of interest rates
Lanne, Markku - 1997
Persistent link: https://www.econbiz.de/10000955968
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Stock prices and economic fluctuations : a Markov switching structural vector autoregressive analysis
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2008
Persistent link: https://www.econbiz.de/10003787630
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A mixture multiplicative error model for realized volatility
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003280702
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A mixture mutliplicative error model for realized volatility
Lanne, Markku - In: Journal of financial econometrics : official journal of … 4 (2006) 4, pp. 594-616
Persistent link: https://www.econbiz.de/10003565744