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1
How crashes develop : intradaily
volatility
and crash evolution
Bates, David S.
-
2016
Persistent link: https://www.econbiz.de/10011451109
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2
Maximum likelihood estimation of stochastic
volatility
models
Aït-Sahalia, Yacine
;
Kimmel, Robert
-
2004
Persistent link: https://www.econbiz.de/10002125925
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3
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
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4
Stochastic regime switching and stabilizing policies within regimes
Lewis, Karen K.
-
1995
Persistent link: https://www.econbiz.de/10000922524
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5
A multifactor, nonlinear, continuous-time model of interest rate
volatility
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1999
Persistent link: https://www.econbiz.de/10001394312
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6
Term structure of uncertainty in the macroeconomy
Borovička, Jaroslav
;
Hansen, Lars Peter
-
2016
Persistent link: https://www.econbiz.de/10011515377
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7
Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth
;
Obstfeld, Maurice
-
1989
Persistent link: https://www.econbiz.de/10000761140
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8
Estimation of affine term structure models with spanned or unspanned stochastic
volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
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9
Dynamic consumption and portfolio choice with stochastic
volatility
in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001417317
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Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.
;
Fisher, Adlai
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2003
Persistent link: https://www.econbiz.de/10001774916
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