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ECONIS (ZBW)
211
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1
Stochastic volatility and DSGE models
Andreasen, Martin M.
-
2009
Persistent link: https://www.econbiz.de/10003863170
Saved in:
2
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
Saved in:
3
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
Saved in:
4
The effects of interest rate movements on assets' condotional second movements
Palandri, Alessandro
-
2009
Persistent link: https://www.econbiz.de/10003865659
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5
Option valuation with conditional heteroskedasticity and non-normality
Christoffersen, Peter F.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003865667
Saved in:
6
A resolution of the purchasing power parity puzzle : imperfect knowledge and long swings
Frydman, Roman
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003849407
Saved in:
7
On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders
;
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849498
Saved in:
8
Jump testing and the speed of market adjustment
Rasmussen, Torben B.
-
2009
Persistent link: https://www.econbiz.de/10003849503
Saved in:
9
Skewness premium with Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
-
2009
Persistent link: https://www.econbiz.de/10003849514
Saved in:
10
Quadratic variation by Markov chains
Hansen, Peter Reinhard
;
Horel, Guillaume
-
2009
Persistent link: https://www.econbiz.de/10003849527
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