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~institution:"Institute of Economic Affairs <London>"
~institution:"Centre for Analytical Finance <Århus>"
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Institute of Economic Affairs <London>
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
3
Money, prices and the real economy
Wood, Geoffrey
(
ed.
)
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1998
Persistent link: https://www.econbiz.de/10000653580
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