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subject:"Volatility"
~isPartOf:"Economics discussion papers"
~isPartOf:"European finance review : the official journal of the European Finance Association"
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Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
2
The predictive power of the French market volatility index : a multi horizons study
Moraux, Franck
;
Navatte, Patrick
;
Villa, Christophe
- In:
European finance review : the official journal of the …
2
(
1998
)
3
,
pp. 303-320
Persistent link: https://www.econbiz.de/10001400445
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