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~accessRights:"free"
~isPartOf:"Working paper"
~language:"eng"
~person:"Addison, John T."
~person:"Belke, Ansgar"
~person:"Neely, Christopher J."
~subject:"ARCH model"
~type:"book"
~type_genre:"Non-commercial literature"
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Addison, John T.
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Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
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2
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Guo, Hui
(
contributor
);
Neely, Christopher J.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003739615
Saved in:
3
Forecasting foreign exchange volatility : is implied volatility the best we can do?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
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