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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Baruník, Jozef"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
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Baruník, Jozef
Ma, Feng
6
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5
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4
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Economic modelling
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ECONIS (ZBW)
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Revisiting the long memory dynamics of the implied-realized volatility relationship : new evidence from the wavelet regression
Baruník, Jozef
;
Hlínková, Michaela
- In:
Economic modelling
54
(
2016
),
pp. 503-514
Persistent link: https://www.econbiz.de/10011642296
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2
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
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