Practitioners' Corner.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 3, p. 474, doi. 10.1093/jjfinec/nbg020
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2003 AND VI 1 AND IP 3
Results: 7
1
2
A Pricing and Hedging Comparison of Parametric and Nonparametric Approaches for American Index Options.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 3, p. 327, doi. 10.1093/jjfinec/nbg015
- By:
- Publication type:
- Article
3
Kernel-Based Indirect Inference.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 3, p. 297, doi. 10.1093/jjfinec/nbg014
- By:
- Publication type:
- Article
4
A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 3, p. 365, doi. 10.1093/jjfinec/nbg016
- By:
- Publication type:
- Article
5
Properties of the Sample Autocorrelations of Nonlinear Transformations in Long-Memory Stochastic Volatility Models.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 3, p. 420, doi. 10.1093/jjfinec/nbg017
- By:
- Publication type:
- Article
6
The Local Whittle Estimator of Long-Memory Stochastic Volatility.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 3, p. 445, doi. 10.1093/jjfinec/nbg018
- By:
- Publication type:
- Article
7
Market Models: A Guide to Financial Data Analysis.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 3, p. 471
- By:
- Publication type:
- Article