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| Mar 30 2023 |
Adilson de Oliveira , Susan Schommer and Ledson L. G. da Rosa |
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Oil price volatility: impacts in the Brazilian economy |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 18 2013 |
Benoît Sévi and César Baena |
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The explanatory power of signed jumps for the risk-return tradeoff |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 26 2012 |
Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes |
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Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 13 2012 |
Benoît Sévi and César Baena |
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A reassessment of the risk-return tradeoff at the daily horizon |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 06 2006 |
Jonas Andersson |
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Searching for the DGP when forecasting - Is it always meaningful for small samples? |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 08 2004 |
Taro Kanatani |
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Integrated volatility measuring from unevenly sampled observations |
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Abstract Contact Information Citation Full Text - Comment |
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