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Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.; Trevor, Robert G. - 1997
Persistent link: https://www.econbiz.de/10000978436
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Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai; Calvet, Laurent E.; Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000974392
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Pitfalls in estimating jump-diffusion models
Honoré, Peter - 1998
Persistent link: https://www.econbiz.de/10000994072
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The dual jump diffusion model for security prices
Frost, Daniel Allen - 1993
Persistent link: https://www.econbiz.de/10000996118
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Time series, unit roots, and cointegration
Dhrymes, Phoebus J. - 1998
Persistent link: https://www.econbiz.de/10000647696
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Estimation of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans - In: Econometrics in theory and practice : Festschrift for …, (pp. 189-203). 1998
Persistent link: https://www.econbiz.de/10001301445
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Nonlinear risk
Chauvet, Marcelle; Potter, Simon M. - 1999
Persistent link: https://www.econbiz.de/10001398325
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Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John B.; Satchell, Stephen - 1999
Persistent link: https://www.econbiz.de/10001407264
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Does monetary policy generate recessions?
Sims, Christopher A.; Zha, Tao - 1999
Persistent link: https://www.econbiz.de/10001410009
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Sources of purchasing power disparities between the G3 economies
Weber, Axel A. - In: Journal of the Japanese and international economies : … 11 (1997) 4, pp. 548-583
Persistent link: https://www.econbiz.de/10001337214