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Caporale, Guglielmo Maria
105
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101
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69
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67
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55
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54
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54
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53
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47
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47
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47
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45
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44
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39
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39
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37
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35
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35
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34
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34
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33
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32
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31
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31
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30
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30
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30
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29
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29
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28
Hubbard, R. Glenn
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ECONIS (ZBW)
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RePEc
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BASE
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ArchiDok
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41
Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai
;
Calvet, Laurent E.
;
Mandelbrot, Benoît B.
-
1997
Persistent link: https://www.econbiz.de/10000974392
Saved in:
42
Time series, unit roots, and cointegration
Dhrymes, Phoebus J.
-
1998
Persistent link: https://www.econbiz.de/10000647696
Saved in:
43
Nonlinear risk
Chauvet, Marcelle
;
Potter, Simon M.
-
1999
Persistent link: https://www.econbiz.de/10001398325
Saved in:
44
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
45
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
46
The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr
-
1972
Persistent link: https://www.econbiz.de/10001368376
Saved in:
47
Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001389305
Saved in:
48
A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
Saved in:
49
Bayesian analysis of stochastic volatility models with flexible tails
Steel, Mark F. J.
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
Saved in:
50
Non-stationary dynamic factor models for large datasets
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
-
2016
Persistent link: https://www.econbiz.de/10011500201
Saved in:
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