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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Volatilität"
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Volatilität
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Alexius, Annika
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Ekonomiska forskningsinstitutet <Stockholm>
Rodney L. White Center for Financial Research
National Bureau of Economic Research
80
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Institut für Weltwirtschaft
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University of Canterbury / Dept. of Economics and Finance
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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1
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
2
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984774
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
4
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
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