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~institution:"Svenska Handelshögskolan <Helsinki>"
~subject:"Estimation theory"
~subject:"Volatility"
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Estimation theory
Volatility
Estimation
5
Finland
5
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5
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Volatilität
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Maukonen, Marko S.
1
Nandelstadh, Alexander von
1
Penttinen, Aku
1
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Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
150
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
OECD
11
International Energy Agency
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Organisation for Economic Co-operation and Development
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Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
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ECONIS (ZBW)
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On the predictive ability of several common models of volatility : an empirical test on the FOX index
Maukonen, Marko S.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536537
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2
Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Penttinen, Aku
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566472
Saved in:
3
Analysts' accuracy of
estimation
and the relative trading volume
Nandelstadh, Alexander von
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657721
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