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~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Recursive simultaneous equation model"
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Volatility
Mehrgleichungsmodell
173
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173
Theorie
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30
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Aufsatz in Zeitschrift
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Bollerslev, Tim
1
Kim, Dong-hyeon
1
Kretschmer, Uta
1
Lin, Shu-chin
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Pigorsch, Christian
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Tauchen, George Eugene
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of econometrics
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ECONIS (ZBW)
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The link between economic growth and growth volatility
Lin, Shu-chin
;
Kim, Dong-hyeon
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10010246829
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2
A discrete-time model for daily S & P500 returns and realized variations : jumps and leverage effects
Bollerslev, Tim
;
Kretschmer, Uta
;
Pigorsch, Christian
; …
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10003858496
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