Narrow search
Showing 101 - 110 of 9,654
Cover Image
Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951352
Cover Image
Macroeconomic fluctuations and equilibrium discount factors
Kramer, Charles - 1996
Persistent link: https://www.econbiz.de/10000951708
Cover Image
Forecasting volatility using historical data
Figlewski, Stephen - 1994
Persistent link: https://www.econbiz.de/10000952027
Cover Image
Estimating stochastic volatility models through indirect inference
Monfardini, Chiara - 1996
Persistent link: https://www.econbiz.de/10000952218
Cover Image
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1996
Persistent link: https://www.econbiz.de/10000952887
Cover Image
Aggregate employment fluctutations with microeconomic asymmetries
Campbell, Jeffrey R.; Fisher, Jonas D. M. - 1996
Persistent link: https://www.econbiz.de/10000952905
Cover Image
Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.; Park, Hun Y. - 1994
Persistent link: https://www.econbiz.de/10000952926
Cover Image
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000953935
Cover Image
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000954585
Cover Image
Flexibility and uncertainty in the housing market
Lando, Henrik Dan; Teit Nielsen, Michael - 1997
Persistent link: https://www.econbiz.de/10000955350