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A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.; Lucas, André; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000994244
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On the nature of dependence in the volatility of US stock returns
Barnes, Michelle L. - 1998
Persistent link: https://www.econbiz.de/10000995102
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A general volatility framework and the generalised historical volatility estimator
Bollen, Bernard - 1998
Persistent link: https://www.econbiz.de/10000995980
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International linkages and macroeconomic news effects on interest rate volatility : Australia and the US
Kim, Suk-Joong - 1998
Persistent link: https://www.econbiz.de/10000996626
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ADRENALIN : a distributed realtime environment for the intraday analysis of financial markets
Schnidrig, Remo - 1998 - 1. Aufl
Persistent link: https://www.econbiz.de/10000675153
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Fractals and Intrinsic time : a challenge to econometricians
Müller, Ulrich A. (contributor) - In: Neue Ansätze der Prognostik, (pp. 27-60). 1997
Persistent link: https://www.econbiz.de/10001296753
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Locally weighted autoregression
Feng, Yuanhua - In: Econometrics in theory and practice : Festschrift for …, (pp. 101-117). 1998
Persistent link: https://www.econbiz.de/10001301452
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Nonlinear risk
Chauvet, Marcelle; Potter, Simon M. - 1999
Persistent link: https://www.econbiz.de/10001398325
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A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 295-303
Persistent link: https://www.econbiz.de/10001398938