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Structuring volatile swiss interest rates : reconciling economic theory with empirical evidence?
Kunst, Robert M.; Polasek, Wolfgang - 1991
Persistent link: https://www.econbiz.de/10000833398
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The ARCH effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
Din, Tarek Mohy el - 1997
Persistent link: https://www.econbiz.de/10000968338
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Einfaktormodelle der Fristenstruktur der Zinssätze : theoretische und empirische Betrachtungen
Bühler, Alfred - 1995
Persistent link: https://www.econbiz.de/10000552090
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The big players in the foreign exchange market : do they trade on information or noise?
Wei, Shang-jin; Kim, Jungshik - 1997
Persistent link: https://www.econbiz.de/10000646557
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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
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The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan; Paolella, Marc S.; Račev, Svetlozar T. - 1998
Persistent link: https://www.econbiz.de/10001410540
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Intraday market liquidity
Ranaldo, Angelo - 1998
Persistent link: https://www.econbiz.de/10001350638
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Term premium and volatility : a nonlinear analysis of the Swiss interest rates
Hsu, Chiente - In: Swiss journal of economics and statistics 132 (1996) 2, pp. 153-176
Persistent link: https://www.econbiz.de/10001201657
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria - In: Journal of policy modeling : JPMOD ; a social science … 20 (1998) 5, pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
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Forecasting volatility in Swiss financial markets
Wasserfallen, Walter - In: Finanzmarkt und Portfolio-Management 11 (1997) 1, pp. 62-76
Persistent link: https://www.econbiz.de/10001221455