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The distribution of stock return volatility
Andersen, Torben (contributor) - 2000
Persistent link: https://www.econbiz.de/10001519326
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Noncentral student distributed LS and IV estimators
Wegge, Leon L. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001532915
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Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2000
Persistent link: https://www.econbiz.de/10001440693
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Quantifiying the half-life of deviations from PPP : the role of economic priors
Kilian, Lutz; Zha, Tao - 1999
Persistent link: https://www.econbiz.de/10001444610
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Gauss programs for the estimation of state-space models with ARCH errors : a user's guide
Kichian, Maral - 2000
Persistent link: https://www.econbiz.de/10001445212
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Testing for convergence clubs in income per-capita : a predictive density approach
Canova, Fabio - 1999
Persistent link: https://www.econbiz.de/10001425199
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Insights from physics into development processes : are fat tails interesting for development research?
Schultze, Uta - 2000
Persistent link: https://www.econbiz.de/10001461650
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The distribution of stock return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2000
Persistent link: https://www.econbiz.de/10001476423
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Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2000
Persistent link: https://www.econbiz.de/10001477784
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001596369