Narrow search
Showing 1 - 10 of 11,059
Cover Image
An empirical model of network formation : detecting homophily when agents are heterogenous
Graham, Bryan S. - 2014
Persistent link: https://www.econbiz.de/10010394516
Cover Image
Maximum likelihood estimation of latent affine processes
Bates, David S. - 2003
Persistent link: https://www.econbiz.de/10001758410
Cover Image
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2000
Persistent link: https://www.econbiz.de/10001440693
Cover Image
The distribution of stock return volatility
Andersen, Torben (contributor) - 2000
Persistent link: https://www.econbiz.de/10001519326
Cover Image
Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre - 2003
Persistent link: https://www.econbiz.de/10001754325
Cover Image
Modeling and forecasting realized volatility
Andersen, Torben (contributor) - 2001
Persistent link: https://www.econbiz.de/10001561837
Cover Image
Long-term memory in stock market prices
Lo, Andrew W. - 1989
Persistent link: https://www.econbiz.de/10000767657
Cover Image
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
Cover Image
Multifrequency news and stock returns
Calvet, Laurent E.; Fisher, Adlai J. - 2005
Persistent link: https://www.econbiz.de/10002978255
Cover Image
Risk, mispricing, and asset allocation : conditioning on dividend yield
Shanken, Jay; Tamayo, Ane - 2001
Persistent link: https://www.econbiz.de/10001632875