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Search: "Pinto, Marcel"
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Scharth, Marcel
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Fernandes, Marcelo
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Kohn, Robert
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Medeiros, Marcelo C.
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Journal of banking & finance
Journal of econometrics
Discussion paper / Tinbergen Institute
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
School of Accounting, Finance and Economics & FEMARC working paper series
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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Working paper
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Ergonomics : an international journal of research and practice in human factors and ergonomics ; the official publication of the Ergonomics Society and International Ergonomics Association
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Research series / Universiteit van Amsterdam
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Stock market volatility
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Texto para discussão / Instituto de Pesquisa Econômica Aplicada
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The review of economics and statistics
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Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
Saved in:
2
Modeling and predicting the CBOE market volatility index
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Scharth, Marcel
- In:
Journal of banking & finance
40
(
2014
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010402334
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