High frequency data in finance : [these papers were presented at the HFDF-1 Conference ...in Zurich, Switzerland in March, 1995]
Other Persons: | Baillie, Richard T. (contributor) |
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Publisher: |
Amsterdam [u.a.] |
Subject: | Kapitalmarkt | Volatilität | Kongress | Zürich <1995> |
Published items: |
2 hits in USB Köln Online Catalogue BWL
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Shubik, Martin, (1997)
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Capital market development in transition economies : country experiences and policies for the future
(1998)
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Gordon, Lawrence A., (1997)
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A Multivariate Generalized ARCH Approach to Modeling Risk Premia in Forward Foreign Exchange Markets
Bollerslev, T., (1990)
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Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard T., (2005)
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Modeling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach
Baillie, Richard T., (2007)
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