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Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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Do macroeconomic announcements cause asymmetric
volatility
Goeij, Peter de
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901531
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The economic value of predicting stock index returns and
volatility
Marquering, Wessel A.
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2000
Persistent link: https://www.econbiz.de/10001528578
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4
Volatility
spillover effects in European equity markets
Baele, Lieven
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001870724
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Post earnings announcement drift : more risk than investors can bear
Suijs, Jeroen
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692032
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Stochastic
volatility
models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
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A simple asymtotic analysis of residual-based statistics
Andreou, Elena
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Werker, Bas J. M.
(
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
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Forecast accuracy after pretesting with an application to the stock market
Danilov, Dmitry L.
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Magnus, Jan R.
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692432
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The inefficiency of the stock market equilibrium under moral hazard
Calcagno, Riccardo
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Wagner, Wolf
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2003
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[Elektronische Ressource]
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Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
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2002
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