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Jump, non-normal error distribution and stock price volatility : a nonparametric specification test

Rahman, Mohammad Masudur; Ara, Laila Arjuman; Zheng, … - In: The Singapore economic review : journal of the Economic … 54 (2009) 1, pp. 101-121

Persistent link: https://www.econbiz.de/10003851283

A nonparametric approach to forecasting realized volatility

Clements, Adam; Becker, Ralf - 2009

Persistent link: https://www.econbiz.de/10003880632

Zur Eignung des ([Müh], [Sigma])-Prinzips als Entscheidungskriterium der normativen Portfoliotheorie : konzeptionelle Überlegungen und empirische Befunde

Markus, Lutz - 2009

Persistent link: https://www.econbiz.de/10003886184

Statistical inference procedure for the mean-variance efficient frontier with estimated parameters

Bodnar, Olha; Bodnar, Taras - In: Advances in statistical analysis : AStA ; a journal of … 93 (2009) 3, pp. 295-306

Persistent link: https://www.econbiz.de/10003888645

Skew generalized secant hyperbolic distributions : unconditional and conditional fit to asset returns

Fischer, Matthias - 2002

A generalization of the hyperbolic secant distribution which allows both for skewness and for leptokurtosis was given by Morris (1982). Recently, Vaughan (2002) proposed another flexible generalization of the hyperbolic secant distribution which has a lot of nice properties but is not able to...