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The information content of treasury bond options concerning future volatility and price jumps
Busch, Thomas (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003286582
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Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003476066
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Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper; Nielsen, Morten Ørregaard; … - In: Journal of empirical finance 17 (2010) 3, pp. 460-470
Persistent link: https://www.econbiz.de/10009267288