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subject:"Theorie"
isPartOf:"Applied financial economics"
~person:"Collet, Jérôme"
~person:"Caudill, Steven B."
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Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
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SFA, TFA and a new thick frontier : graphical and analytical comparisons
Caudill, Steven B.
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 309-317
Persistent link: https://www.econbiz.de/10001688798
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