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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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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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Indirect estimation of elliptical stable distributions
Lombardi, Marco; Veredas, David - 2008
Persistent link: https://www.econbiz.de/10003963308
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Forecasting the term structure of government bond yields
Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
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Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
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Correlation breakdown and extreme dependence in emerging equity markets
Bekiros, Stelios D.; Georgoutsos, Demetris A. - 2009
Persistent link: https://www.econbiz.de/10003900113
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On the perils of security pricing by financial intermediaries : the case of open-end mutual funds
Chalmers, John M. R. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001512298
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Consolidated stocks, annual
OECD - 20XX
This subset of the financial balance sheet dataset includes data on consolidated financial balance sheet stocks of financial assets and liabilities by institutional sectors where transactions presented by sectors and countries.Data are expressed in millions of national currency at current prices...
Persistent link: https://www.econbiz.de/10013529334
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Consolidated stocks, quarterly
OECD - 20XX
Persistent link: https://www.econbiz.de/10013529342
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Non-consolidated stocks, annual
OECD - 20XX
This dataset comprises statistics on non-consolidated financial balance sheet stocks of financial assets and liabilities by institutional sectors. Data are expressed in million of national currency at current prices and are available starting from 1950 onwards.
Persistent link: https://www.econbiz.de/10013529453