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1
The distribution of stock return volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
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2
Herd behavior and aggregate fluctuations in financial markets
Cont, Rama
;
Bouchaud, Jean-Philippe
- In:
Macroeconomic dynamics
4
(
2000
)
2
,
pp. 170-196
Persistent link: https://www.econbiz.de/10001500432
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A quantile regression neural network approach to estimating the conditional density of multiperiod returns
Taylor, James W.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 299-311
Persistent link: https://www.econbiz.de/10001504631
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Predicting daily probability distributions of S&P500 returns
Weigend, Andreas S.
;
Shi, Shanming
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 375-392
Persistent link: https://www.econbiz.de/10001504696
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5
Forecasting multifractal volatility
Calvet, Laurent E.
;
Fisher, Adlai
-
2000
Persistent link: https://www.econbiz.de/10001505085
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6
Stochastic dominance in German asset returns : empirical evidence from the 1990s : eine empirische Untersuchung für die 90er Jahre
Schmid, Friedrich
;
Trede, Mark
- In:
Jahrbücher für Nationalökonomie und Statistik
220
(
2000
)
3
,
pp. 315-326
Persistent link: https://www.econbiz.de/10001533089
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7
Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini
;
Bera, Anil K.
-
2000
Persistent link: https://www.econbiz.de/10001534272
Saved in:
8
The information content of implied volatility, skewness and kurtosis : empirical evidence from long-term CAC 40 options
Navatte, Patrick
;
Villa, Christophe
- In:
European financial management : the journal of the …
6
(
2000
)
1
,
pp. 41-56
Persistent link: https://www.econbiz.de/10001452462
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9
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
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10
Portfolio analysis with symmetric stable Paretian returns
Gamba, Andrea
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 48-69)
.
1999
Persistent link: https://www.econbiz.de/10001442910
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