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31
Disentangling continuous volatility from jumps in long-run risk-return relationships
Jacquier, Eric
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 544-583
Persistent link: https://www.econbiz.de/10010391947
Saved in:
32
Empirical asset pricing with nonlinear risk premia
Mijatovi´c, Aleksandar
;
Schneider, Paul
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 479-506
Persistent link: https://www.econbiz.de/10010391949
Saved in:
33
Robust control charts for time series data
Croux, Christophe
;
Gelper, Sarah
;
Mahieu, Koen
-
2010
Persistent link: https://www.econbiz.de/10008936002
Saved in:
34
New volatility models under a Bayesian perspective : a case study
Cuervo, Edilberto Cepeda
;
Achcar, Jorge Alberto
; …
- In:
Economia aplicada : EA
18
(
2014
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10011449738
Saved in:
35
Allowing for jump measurements in volatility : a high-frequency financial data analysis of individual stocks
Papavassiliou, Vassilios G.
- In:
Bulletin of economic research
68
(
2016
)
2
,
pp. 124-132
Persistent link: https://www.econbiz.de/10011496410
Saved in:
36
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
37
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.
;
Hördahl, Peter
- In:
The European journal of finance
11
(
2005
)
1
,
pp. 33-57
Persistent link: https://www.econbiz.de/10002812475
Saved in:
38
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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39
Forecasting : practice and process for demand management
Levenbach, Hans
;
Cleary, James P.
-
2006
Persistent link: https://www.econbiz.de/10003078027
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40
Monitoring von Prognosemodellen
Küsters, Ulrich
;
Becker, Claudia
-
2004
Persistent link: https://www.econbiz.de/10003070116
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