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type_genre:"Working Paper"
isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~subject:"Volatility"
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1
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
2
EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000981248
Saved in:
3
Structural stability tests with unknown breakpoint for the efficient method of moments with application to stochastic volatility models
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000985438
Saved in:
4
Pricing stock options under stochastic volatility and stochastic interest rates with efficient method of moments estimation
Jiang, George J.
;
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000986291
Saved in:
5
A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.
;
Lucas, André
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994244
Saved in:
6
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000968763
Saved in:
7
An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000939515
Saved in:
8
A family of humped volatility structures
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000948314
Saved in:
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