Narrow search
Showing 1 - 3 of 3
Cover Image
Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert - In: The journal of derivatives : the official publication … 1 (1993) 2, pp. 51-63
Persistent link: https://www.econbiz.de/10001220370
Cover Image
International asset allocation with time varying risk : an analysis and implementation
Cumby, Robert - In: Japan and the world economy : international journal of … 6 (1994) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001159952
Cover Image
International asset allocation with time varying risk: an analysis and implementation
Cumby, Robert; Figlewski, Stephen; Hasbrouck, Joel - In: Japan and the World Economy 6 (1994) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10005445191