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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic dynamics & control"
~person:"Christensen, Bent Jesper"
~person:"Zieling, Daniel"
~subject:"Volatilität"
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CREATES research paper
Journal of economic dynamics & control
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ECONIS (ZBW)
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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:
2
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
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