Works matching IS 14798409 AND DT 2008 AND VI 6 AND IP 4
Results: 5
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
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- Article
On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria.
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- Journal of Financial Econometrics, 2008, v. 6, n. 4, p. 513, doi. 10.1093/jjfinec/nbn012
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- Article
Bias-Reduced Estimation of Long-Memory Stochastic Volatility.
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- Journal of Financial Econometrics, 2008, v. 6, n. 4, p. 496, doi. 10.1093/jjfinec/nbn009
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- Article
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
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- Article
Econometric Asset Pricing Modelling.
- Published in:
- Journal of Financial Econometrics, 2008, v. 6, n. 4, p. 407, doi. 10.1093/jjfinec/nbn011
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- Article