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Modeling and forecasting realized volatility
Anderson, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
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On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W. (contributor); Kang, Qiang (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
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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) - 2003
Persistent link: https://www.econbiz.de/10003229524
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Estimating the gains from trade in limit order markets
Hollifield, Burton; Miller, Robert Allen; Sandås, Patrik; … - 2004 - rev
Persistent link: https://www.econbiz.de/10003229578
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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Liquidity risk and expected stock returns
Pástor, Ľuboš (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011423
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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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Consumption-wealth comovement of the wrong sign
Choi, James J.; Laibson, David I.; Madrian, Brigitte C.; … - 2004
Persistent link: https://www.econbiz.de/10003229531