Narrow search
Showing 1 - 6 of 6
Cover Image
Modeling and forecasting realized volatility
Anderson, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Cover Image
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Cover Image
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan; Brandt, Michael W.; Kadlec, Gregory B.; … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Cover Image
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan; Brandt, Michael W.; Kadlec, Gregory B.; … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Cover Image
Forecasting the term structure of government bond yields
Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2003
Persistent link: https://www.econbiz.de/10003229524
Cover Image
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10003229525