Narrow search
Showing 1 - 10 of 10,000
Cover Image
The econometrics of stochastic volatility
Harvey, Andrew C.; Shephard, Neil G. - 1993
Persistent link: https://www.econbiz.de/10000865088
Cover Image
Statistical methods in finance
Maddala, Gangadharrao S. (contributor);  … - 1996
Persistent link: https://www.econbiz.de/10000610528
Cover Image
Applied quantitative finance
Härdle, Wolfgang (ed.); Hautsch, Nikolaus (ed.);  … - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003719524
Cover Image
On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003769457
Cover Image
On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003790675
Cover Image
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim (ed.); Engle, Robert F. (honouree);  … - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003861657
Cover Image
Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2007
Persistent link: https://www.econbiz.de/10003691562
Cover Image
Topics on high-frequency financial econometrics : measuring and forecasting volatility
Christensen, Kim - 2007
Persistent link: https://www.econbiz.de/10003596774
Cover Image
Nonlinear financial econometrics : Markov switching models, persistence and nonlinear cointegration
Gregoriou, Greg N. (ed.); Pascalau, Razvan (contributor) - 2011
Persistent link: https://www.econbiz.de/10008654596
Cover Image
Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor - In: Journal of econometrics 160 (2011) 1, pp. 12-21
Persistent link: https://www.econbiz.de/10009242565