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Stock market volatility and the great moderation
Campbell, Sean D. - 2005
Persistent link: https://www.econbiz.de/10003159169
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Alternative estimates of the presidential premium
Campbell, Sean D.; Li, Canlin - 2004
Persistent link: https://www.econbiz.de/10002512038
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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - In: The review of economics and statistics 89 (2007) 4, pp. 701-720
Persistent link: https://www.econbiz.de/10003567164