Sovereign debt crisis and economic growth new evidence for the euro area

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Bibliographische Detailangaben
Veröffentlicht in:	Financial mathematics, volatility and covariance modelling
1. Verfasser:	Matei, Iuliana (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2019
Schlagworte:	Aufsatz im Buch
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Titel	Jahr	Verfasser
On the spot-futures no-arbitrage relations in commodity markets	2019	Aïd, René
Compound hawkes processes in limit order books	2019	Sviščuk, Anatolij
Forecasting realized volatility measures with multivariate and univariate models : the case of the US banking sector	2019	Cubadda, Gianluca
The log-GARCH model via ARMA representations	2019	Sucarrat, Genaro
Long memory and asymmetry in commodity returns and risk : the role of term spread	2019	Cochran, Steven J.
Models with multiplicative decomposition of conditional variances and correlations	2019	Amado, Cristina
The quantile-heterogeneous autoregressive model of realized volatility : new evidence from commodity markets	2019	Kick, Konstantin
A nonparametric ACD model	2019	Cosma, Antonio
Covariance estimation and quasi-likelihood analysis	2019	Koike, Yuta
The importance of rollover in commodity returns using PARCH models	2019	Karanasos, Menelaos
Variance and volatility swaps and futures pricing for stochastic volatility models	2019	Sviščuk, Anatolij
Sovereign debt crisis and economic growth : new evidence for the euro area	2019	Matei, Iuliana
Do high-frequency-based measures improve conditional covariance forecasts?	2019	Banulescu-Radu, Denisa