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Accurate minimum capital risk requirements : a comparison of several approaches
Grané, A.; Veiga, H. - In: Journal of banking & finance 32 (2008) 11, pp. 2482-2492
Persistent link: https://www.econbiz.de/10003787231
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Time and dynamic volume-volatility relation
Xu, Xiaoqing Eleanor; Chen, Peter; Wu, Chunchi - In: Journal of banking & finance 30 (2006) 5, pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376
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Two counters of jumps
Câmara, António - In: Journal of banking & finance 33 (2009) 3, pp. 456-463
Persistent link: https://www.econbiz.de/10003807620
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Stochastic volatility and DSGE models
Andreasen, Martin M. - 2009
Persistent link: https://www.econbiz.de/10003863170
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Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo; Santucci de Magistris, Paolo - 2009
Persistent link: https://www.econbiz.de/10003863172
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A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo; Santucci de Magistris, Paolo - 2009
Persistent link: https://www.econbiz.de/10003863181
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Mutual fund volatility timing and management fees
Giambona, Erasmo; Golec, Joseph - In: Journal of banking & finance 33 (2009) 4, pp. 589-599
Persistent link: https://www.econbiz.de/10003820495
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Stochastic volatility and stochastic leverage
Veraart, Almut E. D.; Veraart, Luitgard - 2009
Persistent link: https://www.econbiz.de/10003849550
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Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.; Corcuera, José Manual; … - 2009
Persistent link: https://www.econbiz.de/10003849554
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Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.; Veraart, Almut E. D. - 2009
Persistent link: https://www.econbiz.de/10003849562