Practitioners' Corner.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 4, p. 671, doi. 10.1093/jjfinec/nbl006
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2006 AND VI 4 AND IP 4
Results: 6
1
2
Long Memory and the Relation Between Implied and Realized Volatility.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 4, p. 636, doi. 10.1093/jjfinec/nbl003
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- Publication type:
- Article
3
Sample and Implied Volatility in GARCH Models.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 4, p. 617, doi. 10.1093/jjfinec/nbl002
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- Publication type:
- Article
4
A Mixture Multiplicative Error Model for Realized Volatility.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 4, p. 594, doi. 10.1093/jjfinec/nbl001
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- Publication type:
- Article
5
Stationarity of a Markov-Switching GARCH Model.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 4, p. 573, doi. 10.1093/jjfinec/nbl004
- By:
- Publication type:
- Article
6
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns.
- Published in:
- Journal of Financial Econometrics, 2006, v. 4, n. 4, p. 537, doi. 10.1093/jjfinec/nbl005
- By:
- Publication type:
- Article