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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000936200
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000907918
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909452
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The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
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Modeling and forecasting realized volatility
Anderson, Torben G. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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Correlation structure of international equity markets during extremely volatile periods
Longin, François M.; Solnik, Bruno - 1998
Persistent link: https://www.econbiz.de/10000996169
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Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656767
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Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
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Parametric and nonparametric volatility measurement
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
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Volatility indices for the French financial market
Crouhy, Michel; Rockinger, Michael - 1996
Persistent link: https://www.econbiz.de/10000936195