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Works matching IS 14798409 AND DT 2010 AND VI 8 AND IP 1

Results: 8

1

Comparison of Volatility Measures: a Risk Management Perspective.

Published in:

Journal of Financial Econometrics, 2010, v. 8, n. 1, p. 29, doi. 10.1093/jjfinec/nbp009

By:

Brownlees, Christian T.;
Gallo, Giampiero M.

Publication type:

Article

2

Does the Open Limit Order Book Matter in Explaining Informational Volatility?

Published in:

Journal of Financial Econometrics, 2010, v. 8, n. 1, p. 57, doi. 10.1093/jjfinec/nbp021

By:

Pascual, Roberto;
Veredas, David

Publication type:

Article

3

Markov Chain Monte Carlo Methods for Parameter Estimation in Multidimensional Continuous Time Markov Switching Models.

Published in:

Journal of Financial Econometrics, 2010, v. 8, n. 1, p. 88, doi. 10.1093/jjfinec/nbp026

By:

Hahn, Markus;
Frühwirth-Schnatter, Sylvia;
Sass, Jörn

Publication type:

Article

4

Editors.

Published in:: Journal of Financial Econometrics, 2010, v. 8, n. 1, p. i, doi. 10.1093/jjfinec/nbp029
Publication type:: Article

5

Price Discovery in Fragmented Markets.

Published in:

Journal of Financial Econometrics, 2010, v. 8, n. 1, p. 1, doi. 10.1093/jjfinec/nbp015

By:

De Jong, Frank;
Schotman, Peter C.

Publication type:

Article

6

Contents.

Published in:: 2010
Publication type:: Table of Contents

7

Shifts in Individual Parameters of a GARCH Model.

Published in:

Journal of Financial Econometrics, 2010, v. 8, n. 1, p. 122, doi. 10.1093/jjfinec/nbp007

By:

Galeano, Pedro;
Tsay, Ruey S.

Publication type:

Article

8

Subscriptions.

Published in:: Journal of Financial Econometrics, 2010, v. 8, n. 1, p. iii, doi. 10.1093/jjfinec/nbp028
Publication type:: Article