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Multivariate stochastic volatility : simulated likelihood estimation
Daníelsson, Jón - 1994
Persistent link: https://www.econbiz.de/10000902080
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Heteroscedasticity in Canadian stock returns
Sin, Low B.; Tsiopoulos, Thomas - 1993
Persistent link: https://www.econbiz.de/10000878721
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Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000879810
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Consumption based capital asset pricing and the Austrian Stock Exchange
Böheim, René; Boss, Michael - 1996
Persistent link: https://www.econbiz.de/10000939601
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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Minimax estimation with random coefficients : theory and application to stock returns
Schipp, Bernd; Brechtmann, Markus - 1994
Persistent link: https://www.econbiz.de/10000964811
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The role of risk in financial markets
Chou, Ray Yeutien - 1995
Persistent link: https://www.econbiz.de/10000965178
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Costs of equity capital and model mispricing
Pástor, Ľuboš; Stambaugh, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000981017
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Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman - 1998
Persistent link: https://www.econbiz.de/10000982152
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Specifying a consistent joint maximum-likelihood (JMLE) approach to testing bond models
Ramamurtie, Buddhavarapu Sailesh; Ulman, Scott - 1996
Persistent link: https://www.econbiz.de/10000983752