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~institution:"Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée"
~institution:"European University Institute / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~subject:"Bildungsökonomik"
~subject:"Volatility"
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Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée
European University Institute / Department of Economics
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National Bureau of Economic Research
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ifo Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V.
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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
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002012784
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2
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003280702
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3
Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000978870
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4
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
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5
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
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6
Educational imbalance, socio-economic inequality, political freedom and economic development
Graff, Michael
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1998
Persistent link: https://www.econbiz.de/10000997420
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7
Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
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1997
Persistent link: https://www.econbiz.de/10013440872
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8
Why does the stock market fluctuate?
Barsky, Robert B.
;
DeLong, James Bradford
-
1992
Persistent link: https://www.econbiz.de/10013419686
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