Narrow search
Showing 1 - 10 of 71
Cover Image
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo; Santucci de Magistris, Paolo - 2009
Persistent link: https://www.econbiz.de/10003863172
Cover Image
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
Cover Image
On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders; Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849498
Cover Image
Skewness premium with Lévy processes
Barbachan, José Santiago Fajardo; Mordecki, Ernesto - 2009
Persistent link: https://www.econbiz.de/10003849514
Cover Image
Quadratic variation by Markov chains
Hansen, Peter Reinhard; Horel, Guillaume - 2009
Persistent link: https://www.econbiz.de/10003849527
Cover Image
Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders - 2009
Persistent link: https://www.econbiz.de/10003849546
Cover Image
A meta-distribution for non-stationary samples
Guégan, Dominique - 2009
Persistent link: https://www.econbiz.de/10003849558
Cover Image
Realised quantile-based estimation of the integrated variance
Christensen, Kim; Oomen, Roel; Podolskij, Mark - 2009
Persistent link: https://www.econbiz.de/10003849570
Cover Image
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Christensen, Kim; Kinnebrock, Silja; Podolskij, Mark - 2009
Persistent link: https://www.econbiz.de/10003883608
Cover Image
Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark; Vetter, Mathias - 2009
Persistent link: https://www.econbiz.de/10003883610