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subject:"Theorie"
~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Veliyev, Bezirgen"
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A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
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2021
Persistent link: https://www.econbiz.de/10012434010
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The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
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2021
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This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
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3
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
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2020
Persistent link: https://www.econbiz.de/10012318238
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