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person:"Bacchetta, Philippe"
subject:"Volatilität"
~isPartOf:"CREATES research paper"
~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"Bollerslev, Tim"
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Volatilität
Estimation
8
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Bacchetta, Philippe
Bollerslev, Tim
Silvennoinen, Annastiina
3
Sornette, Didier
3
Teräsvirta, Timo
3
Berardi, Andrea
2
Christensen, Bent Jesper
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CREATES research paper
Research paper series / Swiss Finance Institute
Journal of econometrics
8
Journal of financial economics
5
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Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
2
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
3
Exchange rate volatility and productivity growth : the role of financial development
Aghion, Philippe
;
Bacchetta, Philippe
;
Rancière, Romain
; …
-
2006
Persistent link: https://www.econbiz.de/10003385758
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