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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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A test of the Samuelson hypothesis using realized range
Kalev, Petko S.; Huu Nhan Duong - In: The journal of futures markets 28 (2008) 7, pp. 680-696
Persistent link: https://www.econbiz.de/10003715120
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Exchange rate volatility and the mixture of distribution hypothesis
Bauwens, Luc (contributor); Rime, Dagfinn (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003155180
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Iterative method for exponentially weighted rolling regression
Kanatani, Taro - In: Finance research letters 1 (2004) 3, pp. 196-201
Persistent link: https://www.econbiz.de/10003307296
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The studentś t dynamic linear regression : re-examining volatility modeling
Heracleous, Maria S.; Spanos, Aris - 2006
Persistent link: https://www.econbiz.de/10003331398
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Causes of high volatility and stock market crises in the developed economies
Nidal Rashid Sabri - In: International journal of business and globalisation : IJBG 3 (2009) 4, pp. 415-434
Persistent link: https://www.econbiz.de/10003861917
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A brighter future with lower transactions costs?
Nordén, Lars - In: The journal of futures markets 29 (2009) 8, pp. 775-796
Persistent link: https://www.econbiz.de/10003900671
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Wealth effects and price volatility : how vulnerable are the households?
Turner, Bengt (contributor) - In: Public finance and management : PFM 6 (2006) 1, pp. 41-64
Persistent link: https://www.econbiz.de/10003485771
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Der Zusammenhang von EUA- und Strompreis : eine klare Sache?
Schmidt, Thorsten; Teis, Stefan; Reiche, Enrico - In: Zeitschrift für Energiewirtschaft : ZfE 31 (2007) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10003487459
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Do bonds span volatility risk in the US treasury market? : A specification test for affine term structure models
Andersen, Torben; Benzoni, Luca - 2007
Persistent link: https://www.econbiz.de/10003442498