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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Estimation"
~subject:"Time series analysis"
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Myhre Lildholt, Peter
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
90
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
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University of Canterbury / Dept. of Economics and Finance
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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2
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
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