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1
First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
Saved in:
2
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
3
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
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4
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
5
Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue
;
Würtz, Allan H.
-
2009
Persistent link: https://www.econbiz.de/10003903437
Saved in:
6
Forecast combinations
Aiolfi, Marco
;
Capistrán Carmona, Carlos
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003968390
Saved in:
7
Option valuation with the simplified component GARCH model
Dziubinski, Matt
-
2011
Persistent link: https://www.econbiz.de/10008857566
Saved in:
8
Latent integrated stochastic volatility, realized volatility, and implied volatility : a state space approach
Bach, Christian
;
Christensen, Bent Jesper
-
2010
Persistent link: https://www.econbiz.de/10008857837
Saved in:
9
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
10
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959807
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