Narrow search
Showing 11 - 20 of 245
Cover Image
Central bank interventions and jumps in double long memory models of daily exchange rates
Beine, Michel; Laurent, Sebastien - In: Journal of Empirical Finance 10 (2003) 5, pp. 641-660
Persistent link: https://www.econbiz.de/10005199055
Cover Image
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis
Beine, Michel; Laurent, Sebastien; Lecourt, Christelle - In: European Economic Review 47 (2003) 5, pp. 891-911
Persistent link: https://www.econbiz.de/10005322627
Cover Image
Intraday value-at-risk
Giot, Pierre - 2000
Persistent link: https://www.econbiz.de/10001529425
Cover Image
Time transformations, intraday data and volatility models
Giot, Pierre - 1999
Persistent link: https://www.econbiz.de/10001430828
Cover Image
Time transformations, intraday data, and volatility models
Giot, Pierre - In: The journal of computational finance 4 (2000/2001) 2, pp. 31-62
Persistent link: https://www.econbiz.de/10001553932
Cover Image
The information content of implied volatility in agricultural commodity markets
Giot, Pierre - In: The journal of futures markets 23 (2002) 5, pp. 441-454
Persistent link: https://www.econbiz.de/10001769698
Cover Image
The information content of implied volatility in agricultural commodity markets
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001696228
Cover Image
Implied volatility indices as leading indicators of stock index returns?
Giot, Pierre - 2002
Persistent link: https://www.econbiz.de/10001713160
Cover Image
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001791288
Cover Image
The Asian financial crisis : the start of a regime switch in volatility
Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001876281