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1
Predicting the VIX and the
volatility
risk premium : what's credit and commodity
volatility
risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
Saved in:
2
Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten
-
2001
Persistent link: https://www.econbiz.de/10013423320
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3
Multivariative Sarmanov count data models
Miravete, Eugenio J.
-
2009
Persistent link: https://www.econbiz.de/10003886124
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4
Extreme
correlation
of international equity markets
Longin, Frano̧is
-
2000
Persistent link: https://www.econbiz.de/10013423147
Saved in:
5
Loss functions in option valuation : a framework for model selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
-
2005
Persistent link: https://www.econbiz.de/10002754751
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6
The forward premium puzzle and latent factors day by day
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
-
2010
Persistent link: https://www.econbiz.de/10003969493
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7
Predictable recoveries
Cai, Xiaoming
;
Den Haan, Wouter J.
;
Pinder, Jonathan P.
-
2015
Persistent link: https://www.econbiz.de/10011391936
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8
Distilling the macroeocnomic new flow
Beber, Alessandro
;
Brandt, Michael W.
;
Luisi, Maurizio
-
2013
Persistent link: https://www.econbiz.de/10009723120
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9
A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio
;
Favero, Carlo A.
;
Nocera, Giacomo
; …
-
2015
Persistent link: https://www.econbiz.de/10011290880
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10
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
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