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Estimating Volatility of Germa...
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1
Modelling of scale change, periodicity and conditional heteroskedasticity in return
volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
2
Volatility
risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
3
An automatic bias correction procedure for
volatility
estimation
using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
4
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
5
Short selling constraints and stock returns
volatility
: empirical evidence from the German stock market
Bohl, Martin T.
;
Reher, Gerrit
;
Wilfling, Bernd
- In:
Economic modelling
58
(
2016
),
pp. 159-166
Persistent link: https://www.econbiz.de/10011647079
Saved in:
6
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
Saved in:
7
Econometric issues in the
estimation
of the natural rate of interest
Buncic, Daniel
- In:
Economic modelling
132
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014547947
Saved in:
8
A reflection principle for a random walk with implications for
volatility
estimation
using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
9
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
10
Detecting sudden changes in
volatility
estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
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