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Estimating daily volatility in financial markets utilizing intraday data
Bollen, Bernard; Inder, Brett A. - 1998
Persistent link: https://www.econbiz.de/10001406411
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A general volatility framework and the generalised historical volatility estimator
Bollen, Bernard - 1998
Persistent link: https://www.econbiz.de/10000995980
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Estimating daily volatility in financial markets utilizing intraday data
Bollen, Bernard; Inder, Brett A. - In: Journal of empirical finance 9 (2002) 5, pp. 551-562
Persistent link: https://www.econbiz.de/10001712021
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A benchmark for measuring bias in estimated daily value at risk
Moosa, Imad A.; Bollen, Bernard - In: International review of financial analysis 11 (2002) 1, pp. 85-100
Persistent link: https://www.econbiz.de/10001745213
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Simultaneity, rationality and price determination in US live cattle
Goss, Barry A.; Avsar, S. Gulay; Inder, Brett A. - 2000
Persistent link: https://www.econbiz.de/10001512276
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The information content of the term structure of interest
Kalev, Petko S.; Inder, Brett A. - 1999
Persistent link: https://www.econbiz.de/10001460801
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An empirical investigation of shock persistence in economic time series
Mayadunne, Geetha - In: The economic record : er 71 (1995) 213, pp. 145-156
Persistent link: https://www.econbiz.de/10001186624
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Simultaneity, rationality and price determination in US live cattle
Goss, Barry A.; Avsar, S. Gulay; Inder, Brett A. - In: Australian economic papers 40 (2001) 4, pp. 500-519
Persistent link: https://www.econbiz.de/10001982935
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The information content of the term structure of interest rates
Kalev, Petko S.; Inder, Brett A. - In: Applied economics 38 (2006) 1, pp. 33-45
Persistent link: https://www.econbiz.de/10003292261