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subject:"Volatilität"
~institution:"Rodney L. White Center for Financial Research"
~subject:"CAPM"
~subject:"Monetary policy"
~type_genre:"Working Paper"
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Volatilität
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Anderson, Torben G.
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Rodney L. White Center for Financial Research
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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13
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8
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7
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Kansantaloustieteen Laitos <Tampere>
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Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
3
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
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