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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée"
~subject:"Volatility"
~type_genre:"Bibliografie"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
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Centre for Analytical Finance <Århus>
Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Canadian and US financial markets : testing the international integration hypothesis under time-varying conditional volatility
Normandin, Michel
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contributor
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002012784
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2
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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