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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
Asset price bubbles and monetary policy
Allen, Franklin
(
contributor
);
Gale, Douglas
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657339
Saved in:
3
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:
4
Modeling and forecasting realized
volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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5
Searching for new regulatory frameworks for the intermediate financial structure in post-crisis Asia
Shirai, Sayuri
(
contributor
)
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657353
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6
The structure of the US equity markets
Blume, Marshall E.
(
contributor
)
-
2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657219
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7
The future of stock exchanges in emerging economies : evolution and prospects
Claessens, Stijn
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657261
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8
Catastrophic events, parameter uncertainty and the breakdown of implicit long-term contracting in the insurance market : the case of terrorism insurance
Cummins, John David
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727740
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9
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/10001785523
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10
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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