Narrow search
Showing 1 - 10 of 11,863
Cover Image
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard; Lunde, Asger - 2010
Persistent link: https://www.econbiz.de/10003934448
Cover Image
Realized volatility as an instrument to official intervention
Barroso, João Barata Ribeiro Blanco - 2014
Persistent link: https://www.econbiz.de/10010471997
Cover Image
Background indicators
Raunig, Burkhard - In: Econometrics : open access journal 7 (2019) 2/20, pp. 1-17
It is customary to assume that an indicator of a latent variable is driven by the latent variable and some random noise. In contrast, a background indicator is also systematically influenced by variables outside the structural model of interest. Background indicators deserve attention because in...
Persistent link: https://www.econbiz.de/10012025817
Cover Image
Dividend smoothing and stock valuation : an appraisal of variance bounds tests
Dokko, Yoon - In: Research in finance 17 (1999), pp. 1-12
Persistent link: https://www.econbiz.de/10001485067
Cover Image
Mean-reverting stochastic volatility
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, … - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
Cover Image
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea; Jackwerth, Jens Carsten - In: The review of financial studies 14 (2001) 2, pp. 495-527
Persistent link: https://www.econbiz.de/10001570577
Cover Image
Testing for serial correlation in the presence of stochastic volatility
Asai, Manabu - In: Asia-Pacific financial markets 7 (2000) 4, pp. 321-337
Persistent link: https://www.econbiz.de/10001557972
Cover Image
Testing for autocorrelation using a modified box-pierce Q test
Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: International economic review 42 (2001) 1, pp. 187-205
Persistent link: https://www.econbiz.de/10001562214
Cover Image
On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.; Tzavalis, Elias - In: Econometric reviews 18 (1999) 4, pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
Cover Image
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea (contributor);  … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533