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To react or not? : technology shocks, fiscal policy and welfare in the EU-3
Malley, James R.; Philippopulos, Apostolēs; Woitek, Ulrich - In: European economic review : EER 53 (2009) 6, pp. 689-714
Persistent link: https://www.econbiz.de/10003882535
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Special issue on "Multivariate volatility models"
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003907531
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Does the open limit order book matter in explaining informational volatility?
Pascual, Roberto; Veredas, David - In: Journal of financial econometrics : official journal of … 8 (2010) 1, pp. 57-87
Persistent link: https://www.econbiz.de/10003997330
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Estimating latent variables and jump diffusion models using high-frequency data
Jiang, George J.; Oomen, Roel C. A. - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10003518278
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A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.; Härdle, Wolfgang; Mammen, Enno - In: Journal of financial econometrics : official journal of … 5 (2007) 2, pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
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A discrete and a continuous-time model based on a technical trading rule
Nicolau, João - In: Journal of financial econometrics : official journal of … 5 (2007) 2, pp. 266-284
Persistent link: https://www.econbiz.de/10003518341
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Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of financial econometrics : official journal of … 5 (2007) 3, pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
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A mixture mutliplicative error model for realized volatility
Lanne, Markku - In: Journal of financial econometrics : official journal of … 4 (2006) 4, pp. 594-616
Persistent link: https://www.econbiz.de/10003565744
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Positivity conditions for a bivariate autoregressive volatility specification
Gouriéroux, Christian - In: Journal of financial econometrics : official journal of … 5 (2007) 4, pp. 624-636
Persistent link: https://www.econbiz.de/10003570743
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Statistical surveillance of volatility forecasting models
Golosnoy, Vasyl; Okhrin, Irena; Schmid, Wolfgang - In: Journal of financial econometrics : official journal of … 10 (2012) 3, pp. 513-543
Persistent link: https://www.econbiz.de/10009571510