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Garch and irregularly spaced data
Meddahi, Nour (contributor); Renault, Eric (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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On the relation between GARCH and stable processes
Vries, Casper G. de - 1990
Persistent link: https://www.econbiz.de/10000791413
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Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.; Nijman, Theodore E.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000904675
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Bankruptcy litigation and optimal debt contracts
Scheepens, Joris P. J. F. - 1993
Persistent link: https://www.econbiz.de/10000861790
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Tests of ex ante versus ex post theories of collateral using private and public Information
Berger, Allen N.; Frame, W. Scott; Ioannidou, Vasso - 2010
Persistent link: https://www.econbiz.de/10003965503
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Temporal aggregation of GARCH processes
Drost, Feike C.; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000801756
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Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2007
Persistent link: https://www.econbiz.de/10003656441
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Temporal aggregation of GARCH processes
Drost, Feike C.; Nijman, Theodore E. - 1992 - Rev
Persistent link: https://www.econbiz.de/10000847144
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Dealer behaviour and price volatility in asset markets
Cripps, Martin - 1989
Persistent link: https://www.econbiz.de/10000782903
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Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard; Bollerslev, Tim; Redfearn, Michael R. - 1991
Persistent link: https://www.econbiz.de/10000823527