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Realized stock volatility
Ebens, Heiko (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001513129
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The event study methodology since 1969
Binder, John J. - In: Review of quantitative finance and accounting 11 (1998) 2, pp. 111-137
Persistent link: https://www.econbiz.de/10001490986
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Measuring efficiency when market prices are subject to adverse selection
Hughes, Joseph P. - 1997
Persistent link: https://www.econbiz.de/10000981013
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Measuring the efficiency of capital allocation in commercial banking
Hughes, Joseph P. (contributor) - 1997
Persistent link: https://www.econbiz.de/10000981015
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Estimating the likelihood of Mexican default from the market prices of Brady bonds
Claessens, Stijn - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 1, pp. 109-126
Persistent link: https://www.econbiz.de/10001208195
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A 'correct' measure of inflation?
Krüger, Malte (contributor) - 1998 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001554898
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On the measurement of the international propagation of shocks: is the transmission stable?
Rigobón, Roberto - In: Journal of international economics 61 (2003) 2, pp. 261-283
Persistent link: https://www.econbiz.de/10001815790
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On the measurement of the international propagation of shocks
Rigobón, Roberto - 1999
Persistent link: https://www.econbiz.de/10001418703
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Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement
Goldman, Elena - 2019
We explore properties of asymmetric generalized autoregressive conditional heteroscedasticity (GARCH) models in the threshold GARCH family and propose a more general Spline-GTARCH model, which captures high-frequency return volatility, low-frequency macroeconomic volatility as well as an...
Persistent link: https://www.econbiz.de/10012901903