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person:"Fornari, Fabio"
subject:"Share price"
~person:"Amilon, Henrik"
~person:"Engle, Robert F."
~person:"Faff, Robert W."
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Fornari, Fabio
Amilon, Henrik
Engle, Robert F.
Faff, Robert W.
Kapetanios, George
12
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12
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10
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ECONIS (ZBW)
19
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Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
2
GARCH estimation and discrete stock prices : an application to low-priced Australian stocks
Amilon, Henrik
-
2002
Persistent link: https://www.econbiz.de/10001732829
Saved in:
3
GARCH estimation and discrete stock prices
Amilon, Henrik
-
2001
Persistent link: https://www.econbiz.de/10001567693
Saved in:
4
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio
-
2001
Persistent link: https://www.econbiz.de/10013439253
Saved in:
5
GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
Amilon, Henrik
- In:
Economics letters
81
(
2003
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001826093
Saved in:
6
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
Saved in:
7
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
8
GARCH estimation and discrete stock prices
Amilon, Henrik
- In:
Essays on financial models
,
(pp. 61-74)
.
2000
Persistent link: https://www.econbiz.de/10001551219
Saved in:
9
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W.
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Saved in:
10
An examination of the effects of major political change on stock market volatility : the South African experience
Brooks, Robert
- In:
Journal of international financial markets, …
7
(
1997
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001238418
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