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  1. 1
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    Two are better than one: volatility forecasting using multiplicative component GARCH‐MIDAS models by Conrad, Christian (Author) , Kleen, Onno (Author) ,


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  2. 2
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    Volatility decomposition and nonparametric estimation of spot volatility of models with Poisson sampling under market microstructure noise by Sophon Tunyavetchakit (Author)

    2016

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  3. 3
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    Volatility decomposition and nonparametric estimation of spot volatility of models with poisson sampling under market microstructure noise by Sophon Tunyavetchakit (Author)

    2016

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  4. 4
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    Financial volatility, dynamic correlations, and macroeconomic fundamentals by Stürmer, Karin (Author)

    2015

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  5. 5
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    Anticipating long-term stock market volatility by Conrad, Christian (Author) , Stürmer, Karin (Author) ,


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  6. 6
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    Anticipating long-term stock market volatility by Conrad, Christian (Author) , Stürmer, Karin (Author) ,


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  7. 7
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    Financial volatility, dynamic correlations and macroeconomic fundamentals by Stürmer, Karin (Author)

    2015

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  8. 8
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    Has the Euro changed the business cycle? by Enders, Zeno (Author) , Jung, Philip (Author) , Müller, Gernot J. (Author) ,


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  9. 9
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    On some classes of continuous time series models and their use in financial economics by Surulescu, Nicolae Mircea (Author)

    2010

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  10. 10
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    Modeling and explaining the dynamics of European Union Allowance prices at high-frequency by Conrad, Christian (Author) , Rittler, Daniel (Author) , Rotfuß, Waldemar (Author) ,


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  11. 11
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    Has the Euro changed the business cycle? by Enders, Zeno (Author) , Jung, Philip (Author) , Müller, Gernot J. (Author) ,


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  12. 12
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    On some classes of continuous time series models and their use in financial economics by Surulescu, Nicolae Mircea (Author)

    2010

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  13. 13
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    Handbook of financial time series


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  14. 14
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    Has the Euro changed the business cycle? by Enders, Zeno (Author) , Jung, Philip (Author) , Müller, Gernot J. (Author) ,


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  15. 15
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    A semiparametric factor model for implied volatility surface dynamics by Fengler, Matthias (Author) , Härdle, Wolfgang (Author) , Mammen, Enno (Author) ,


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  16. 16
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    Collusion with fluctuating exchange rates by Feuerstein, Switgard (Author)


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