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~institution:"Center for Economic Research <Tilburg>"
~institution:"Institute of Finance and Accounting <London>"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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United States
Zeitreihenanalyse
Volatility
10
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6
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3
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Baele, Lieven
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1
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1
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1
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Center for Economic Research <Tilburg>
Institute of Finance and Accounting <London>
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38
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10
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9
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7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
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5
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5
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5
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4
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2
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2
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
5
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1
Return dynamics when persistence is unobservable
Johnson, Timothy C.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700337
Saved in:
2
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
Saved in:
3
Volatility
spillover effects in European equity markets
Baele, Lieven
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001870724
Saved in:
4
The economic value of predicting stock index returns and
volatility
Marquering, Wessel A.
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001528578
Saved in:
5
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
Saved in:
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