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institution:"Queen Mary College / Department of Economics"
subject:"Volatility"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Deutsches Institut für Wirtschaftsforschung"
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Volatility
Estimation
59
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59
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8
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8
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Baum, Christopher F.
1
Caglayan, Mustafa
1
Cipollini, Andrea
1
Dumas, Bernard
1
Fleming, Jeff
1
Kapetanios, George
1
Ozkan, Neslihan
1
Rockinger, Michael
1
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Queen Mary College / Department of Economics
Chambre de commerce et d'industrie de Paris
Deutsches Institut für Wirtschaftsforschung
National Bureau of Economic Research
80
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
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6
University of Canterbury / Dept. of Economics and Finance
6
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3
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3
Kansantaloustieteen Laitos <Tampere>
3
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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The impact of macroeconomic uncertainty on cash holdings for nonfinancial firms
Baum, Christopher F.
;
Caglayan, Mustafa
;
Ozkan, Neslihan
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001972729
Saved in:
2
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
Saved in:
3
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
Saved in:
4
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
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