Narrow search
Showing 1 - 10 of 1,906
Cover Image
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
Cover Image
Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
Cover Image
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509490
Cover Image
Asset prices and institutional investors
Başak, Suleyman; Pavlova, Anna - 2012
Persistent link: https://www.econbiz.de/10009621932
Cover Image
Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000676438
Cover Image
Advance information and asset prices
Albuquerque, Rui; Miao, Jianjun - 2007
Persistent link: https://www.econbiz.de/10003617741
Cover Image
Stock price booms and expected capital gains
Adam, Klaus; Beutel, Johannes; Marcet, Albert - 2014
Persistent link: https://www.econbiz.de/10010363250
Cover Image
Greek closed-end fund premia : differences and similarities with US premia and their implications
Hardouvelis, Gikas A.; Tsiritakis, Emmanuel D. - 1996
Persistent link: https://www.econbiz.de/10000940135
Cover Image
Extreme correlation of international equity markets
Longin, Frano̧is - 2000
Persistent link: https://www.econbiz.de/10013423147
Cover Image
Measuring and modelling variation in the risk-return trade-off
Lettau, Martin - 2001
Persistent link: https://www.econbiz.de/10013423700