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GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen - 2018
Persistent link: https://www.econbiz.de/10011994459
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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore - 2019
Persistent link: https://www.econbiz.de/10012173758
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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Modeling and forecasting implied volatility
Ahoniemi, Katja - 2009
Persistent link: https://www.econbiz.de/10003802181
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Back on the map : essays on financial markets in the Baltic States
Soultanaeva, Albina - 2011
Persistent link: https://www.econbiz.de/10008807364
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Applications of time-varying-parameter models to economics and finance
Huang, Peng - 2006
Persistent link: https://www.econbiz.de/10003972198
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Simulation-based approaches in financial econometrics
Sjölander, Pär - 2007
Persistent link: https://www.econbiz.de/10003738168
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Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard - 2015
Persistent link: https://www.econbiz.de/10011433554
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Essays on financial time series models
Karanasos, Menelaos - 1998
Persistent link: https://www.econbiz.de/10001436961
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Essays on fine structure of asset returns, jumps, and stochastic volatility
Yu, Jung-suk - 2006
Persistent link: https://www.econbiz.de/10003973904