Works matching IS 14798409 AND DT 2012 AND VI 10 AND IP 3
Results: 5
Asymmetry and Long Memory in Volatility Modeling.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 495, doi. 10.1093/jjfinec/nbr015
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- Article
Testing Nonlinear Dependence in the Hedge Fund Industry.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 545, doi. 10.1093/jjfinec/nbr018
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- Publication type:
- Article
Asymptotic Theory of Range-Based Multipower Variation.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 417, doi. 10.1093/jjfinec/nbr019
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- Article
Statistical Surveillance of Volatility Forecasting Models.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 513, doi. 10.1093/jjfinec/nbr017
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- Publication type:
- Article
A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 457, doi. 10.1093/jjfinec/nbr016
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- Publication type:
- Article