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Small business lending: testimony before the Committee on Small Business and Entrepreneurship, U.S. Senate, April 16, 2008
Mishkin, Frederic S. - Federal Reserve Board (Board of Governors of the … - 2008
Persistent link: https://www.econbiz.de/10010725277
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Availability of credit to small businesses: testimony before the Committee on Small Business, U.S. House of Representatives, November 7, 2007
Mishkin, Frederic S. - Federal Reserve Board (Board of Governors of the … - 2007
Persistent link: https://www.econbiz.de/10010725516
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Availability of credit to small businesses: testimony before the Committee on Small Business, U.S. House of Representatives, November 7, 2007
Mishkin, Frederic S. - Federal Reserve Board (Board of Governors of the … - 2007
Persistent link: https://www.econbiz.de/10005717746
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Small business lending: testimony before the Committee on Small Business and Entrepreneurship, U.S. Senate, April 16, 2008
Mishkin, Frederic S. - Federal Reserve Board (Board of Governors of the … - 2008
Persistent link: https://www.econbiz.de/10005170634
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Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim; Zhou, Hao - Federal Reserve Board (Board of Governors of the … - 2001
We exploit the distributional information contained in high-frequency intraday data in constructing a simple conditional moment estimator for stochastic volatility diffusions. The estimator is based on the analytical solutions of the first two conditional moments for the latent integrated...
Persistent link: https://www.econbiz.de/10005394096