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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"SFB 649 discussion paper"
~language:"eng"
~person:"Medeiros, Marcelo C."
~subject:"Share price"
~subject:"Stochastic process"
~type:"book"
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Medeiros, Marcelo C.
Härdle, Wolfgang
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Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
2
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
3
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
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