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Bayesian range-based estimation of stochastic volatility models
Brandt, Michael W.; Jones, Christopher S. - In: Finance Research Letters 2 (2005) 4, pp. 201-209
Persistent link: https://www.econbiz.de/10005397361
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Volatility Forecasting With Range-Based EGARCH Models
Brandt, Michael W.; Jones, Christopher S. - In: Journal of Business & Economic Statistics 24 (2006) October, pp. 470-486
Persistent link: https://www.econbiz.de/10005532449
Cover Image
Bayesian range-based estimation of stochastic volatility models
Brandt, Michael W.; Jones, Christopher S. - In: Finance research letters 2 (2005) 4, pp. 201-209
Persistent link: https://www.econbiz.de/10003219463
Cover Image
Volatility forecasting with range-based EGARCH models
Brandt, Michael W.; Jones, Christopher S. - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 470-486
Persistent link: https://www.econbiz.de/10003385173
Cover Image
Volatility Forecasting With Range-Based EGARCH Models
Brandt, Michael W.; Jones, Christopher S. - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 470-486
Persistent link: https://www.econbiz.de/10008222286