✦ LIBER ✦

Multiscale Analysis of Stock Index Return Volatility

✍ Scribed by Enrico Capobianco

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Bayesian analysis of stock return vola

✍ Mahieu, Ronald; Bauer, Rob 📂 Article 📅 1998 🏛 Taylor and Francis Group 🌐 English ⚖ 435 KB

Stock returns and volatility: Evidence f

✍ Nicholas Apergis; Sophia Eleptheriou 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 718 KB

The distribution of realized stock retur

✍ Torben G. Andersen; Tim Bollerslev; Francis X. Diebold; Heiko Ebens 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 325 KB

Pricing volatility of stock returns with

✍ Jie Zhu 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 907 KB

Dynamic analysis of stock return volatil

✍ Thomas C. Chiang; Jeanette Jin Chiang 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 792 KB

Estimation of Asymmetric Stochastic Vola

✍ María del Carmen García Centeno; Román Mínguez Salido 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 277 KB