7

Multivariate rotated ARCH models

Year:
2014
Language:
english
File:
PDF, 1.02 MB
english, 2014
10

Fitting vast dimensional time-varying covariance models

Year:
2008
Language:
english
File:
PDF, 231 KB
english, 2008
11

Ambiguity and the historical equity premium

Year:
2018
Language:
english
File:
PDF, 655 KB
english, 2018
29

Optimal combinations of realised volatility estimators

Year:
2009
Language:
english
File:
PDF, 2.50 MB
english, 2009
36

Multivariate high-frequency-based volatility (HEAVY) models

Year:
2012
Language:
english
File:
PDF, 545 KB
english, 2012
44

Is emergency laryngectomy a waste of time?

Year:
1993
Language:
english
File:
PDF, 283 KB
english, 1993
48

Factor High-Frequency-Based Volatility (HEAVY) Models*

Year:
2019
Language:
english
File:
PDF, 707 KB
english, 2019