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~institution:"Financial Econometrics Research Centre, Warwick Business School"
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Financial Econometrics Research Centre, Warwick Business School
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Testing for One-Factor Models versus Stochastic Volatility Models
Distaso, Walter
;
Corradi, Valentina
-
Financial Econometrics Research Centre, Warwick …
-
2004
Persistent link: https://www.econbiz.de/10004981038
Saved in:
2
Predictive Density Accuracy Tests
Swanson, Norman
;
Corradi, Valentina
-
Financial Econometrics Research Centre, Warwick …
-
2004
Persistent link: https://www.econbiz.de/10004981061
Saved in:
3
Estimating and Testing Sochastic Volatility Models using Realized Measures
Distaso, Walter
;
Corradi, Valentina
-
Financial Econometrics Research Centre, Warwick …
-
2004
Persistent link: https://www.econbiz.de/10004981062
Saved in:
4
Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average
Distaso, Walter
;
Corradi, Valentina
;
Awartani, Basel
-
Financial Econometrics Research Centre, Warwick …
-
2004
Persistent link: https://www.econbiz.de/10004981092
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