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Works matching IS 14798409 AND DT 2008 AND VI 6 AND IP 4

Results: 5

1

American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution.

Published in:

Journal of Financial Econometrics, 2008, v. 6, n. 4, p. 540, doi. 10.1093/jjfinec/nbn013

By:

STENTOFT, LARS

Publication type:

Article

2

On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria.

Published in:

Journal of Financial Econometrics, 2008, v. 6, n. 4, p. 513, doi. 10.1093/jjfinec/nbn012

By:

BROWNLEES, CHRISTIAN T.;
GALLO, GIAMPIERO M.

Publication type:

Article

3

Bias-Reduced Estimation of Long-Memory Stochastic Volatility.

Published in:

Journal of Financial Econometrics, 2008, v. 6, n. 4, p. 496, doi. 10.1093/jjfinec/nbn009

By:

FREDERIKSEN, PER;
NIELSEN, MORTEN ØRREGAARD

Publication type:

Article

4

Long Memory and the Term Structure of Risk.

Published in:

Journal of Financial Econometrics, 2008, v. 6, n. 4, p. 459, doi. 10.1093/jjfinec/nbn010

By:

SCHOTMAN, PETER C.;
TSCHERNIG, ROLF;
BUDEK, JAN

Publication type:

Article

5

Econometric Asset Pricing Modelling.

Published in:

Journal of Financial Econometrics, 2008, v. 6, n. 4, p. 407, doi. 10.1093/jjfinec/nbn011

By:

BERTHOLON, H.;
MONFORT, A.;
PEGORARO, F.

Publication type:

Article