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~isPartOf:"Journal of empirical finance"
~isPartOf:"Revista Brasileira de Finanças : RBFin"
~person:"Koopman, Siem Jan"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
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Search: subject:"Volatility"
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Volatility
4
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Koopman, Siem Jan
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Journal of empirical finance
Revista Brasileira de Finanças : RBFin
Discussion paper / Tinbergen Institute
43
Tinbergen Institute Discussion Papers
31
Tinbergen Institute Discussion Paper
24
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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1
When "time varying"
volatility
meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
2
Harnessing jump component for crude oil
volatility
forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
3
Economic gains of realized
volatility
in the Brazilian stock market
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
3
,
pp. 319-349
Persistent link: https://www.econbiz.de/10011585234
Saved in:
4
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
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