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Hits 151-159 within 159 documents
Risk minimization in stochastic volatility models: model risk and empirical performance [journal article]
Source: Quantitative Finance, 9 (2009) 6. p.693-704
Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise [journal article]
Source: Quantitative Finance, 10 (2010) 1. p.39-47
Spectral methods for volatility derivatives [journal article]
Source: Quantitative Finance, 9 (2009) 6. p.663-692
Predictive density estimators for daily volatility based on the use of realized measures [journal article]
Source: Journal of Econometrics, 150 (2009) 2. p.119-138
A Multivariate Jump-Driven Financial Asset Model [journal article]
Source: Quantitative Finance, 6 (2006) 5. p.385-402
Expectations and Bubbles in Asset Pricing Experiments [journal article]
Source: Journal of Economic Behavior & Organization, 67 (2008) 1. p.116-133
The effect of microaggregation by individual ranking on the estimation of moments [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.174-182
Comparative Analysis of Different Univariate Forecasting Methods in Modelling and Predicting the Romanian Unemployment Rate for the Period 2021-2022 [journal article]
Source: Entropy, 23 (2021) 3. p.1-31
The Market Value of Corporate Social Performance in BRICS Countries: Differential Results Based on Panel Data Methods [journal article]
Source: Methods, data, analyses : a journal for quantitative methods and survey methodology (mda), 16 (2022) 1. p.77-106