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~institution:"European University Institute / Department of Economics"
~subject:"Volatility"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
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A mixture multiplicative error model for realized volatility
Lanne, Markku
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2006
Persistent link: https://www.econbiz.de/10003280702
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Forecasting realized volatility by decomposition
Lanne, Markku
(
contributor
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2006
Persistent link: https://www.econbiz.de/10003338294
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Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
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Lütkepohl, Helmut
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003338299
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Labor market dynamics and the business cycle : structural evidence for the United States
Ravn, Morten O.
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003538209
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