Narrow search
Showing 1 - 4 of 4
Cover Image
Volatility of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.; Fung, Michael Ka-yiu - In: Journal of empirical finance 15 (2008) 1, pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Cover Image
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł; Koopman, Siem Jan; Lucas, André - In: Journal of empirical finance 29 (2014), pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Cover Image
Monitoring multivariate variance changes
Pape, Katharina; Wied, Dominik; Galeano, Pedro - In: Journal of empirical finance 39 (2016), pp. 54-68
Persistent link: https://www.econbiz.de/10011663296
Cover Image
Multivariate models with long memory dependence in conditional correlation and volatility
Dark, Jonathan - In: Journal of empirical finance 48 (2018), pp. 162-180
Persistent link: https://www.econbiz.de/10012109291