2

What should the value of lambda be in the exponentially weighted moving average volatility model?

Year:
2015
Language:
english
File:
PDF, 232 KB
english, 2015
4

Estimating daily volatility in financial markets utilizing intraday data

Year:
2002
Language:
english
File:
PDF, 165 KB
english, 2002
8

How is β related to asset returns?

Year:
2016
Language:
english
File:
PDF, 1.27 MB
english, 2016
9

Is there a maturity effect in the price of the S&P 500 futures contract?

Year:
2001
Language:
english
File:
PDF, 148 KB
english, 2001
12

Long-term asymmetry in the USD-DEM spot exchange rate volatility process

Year:
2008
Language:
english
File:
PDF, 131 KB
english, 2008
14

A benchmark for measuring bias in estimated daily value at risk

Year:
2002
Language:
english
File:
PDF, 246 KB
english, 2002
15

More panantigens in Leishmania

Year:
2001
Language:
english
File:
PDF, 29 KB
english, 2001
21

The security market plane

Year:
2010
Language:
english
File:
PDF, 391 KB
english, 2010