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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
Saved in:
2
Callable bonds and hedging
Güntay, Levent
(
contributor
);
Prabhala, N. R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657300
Saved in:
3
Weather forecasting for weather derivatives
Campbell, Sean D.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001728054
Saved in:
4
Extending credit risk (pricing) models for the simulation of portfolios of interest rate and credit risk sensitive securities
Jobst, Norbert J.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657320
Saved in:
5
Actuarially consistent valuation of catastrophe derivatives
Muermann, Alexander
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785531
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6
Measurement and estimation of credit migration matrices
Schuermann, Til
(
contributor
);
Jafry, Yusuf
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754507
Saved in:
7
Extracting probabilistic information from the prices of interest rate options : tests of distributional assumptions
Dutta, Kabir K.
(
contributor
);
Babbel, David F.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685962
Saved in:
8
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
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9
Financial asset returns, direction-of-change forecasting, and
volatility
dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
10
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
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