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Robust volatility estimation

Jochum, Christian - In: Finanzmarkt und Portfolio-Management 12 (1998) 1, pp. 46-58

Persistent link: https://www.econbiz.de/10001407660

Volatility spillovers and the price of risk : evidence from the Swiss stock market

Jochum, Christian - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 303-322

Persistent link: https://www.econbiz.de/10001388902

Does market momentum survive longer than in should?

Jochum, Christian - In: Finanzmarkt und Portfolio-Management 14 (2000) 1, pp. 12-23

Persistent link: https://www.econbiz.de/10001517894

A strange animal? : The Swiss Franc exchange rate as a 'captured' random walk

Jochum, Christian; Savioz, Marcel - In: Swiss journal of economics and statistics 141 (2005) 4, pp. 527-553

Persistent link: https://www.econbiz.de/10003309942

Is There Information About Future Inflation in the Term Structure? Empirical Results for Switzerland

Jochum, Christian; Kirchgässner, Gebhard - 1999

Using Swiss data from 1983 to 1996, we first use the approach developed by MISHKIN and are able to reproduce very similar results for Switzerland. However, these results are extremely unstable, once further variables are introduced in the equations. After checking for the order of integration we...

Persistent link: https://www.econbiz.de/10014212515

Is there information about future inflation in the term structure? : empirical results for Switzerland

Jochum, Christian - 1998

Persistent link: https://www.econbiz.de/10013442881

A strange animal? : The Swiss Franc exchange rate as a 'captured' random walk

Jochum, Christian - 2000

Persistent link: https://www.econbiz.de/10013442980