The following pages link to Gilles Zumbach (Q444332):
Displaying 17 items.
- (Q200640) (redirect page) (← links)
- Discrete time series, processes, and applications in finance. (Q444333) (← links)
- Characterizing heteroskedasticity (Q2866366) (← links)
- Volatility forecasts and at-the-money implied volatility: a multi-component ARCH approach and its relation to market models (Q2994857) (← links)
- OPERATORS ON INHOMOGENEOUS TIME SERIES (Q3523566) (← links)
- Volatility conditional on price trends (Q3564812) (← links)
- Time reversal invariance in finance (Q3645195) (← links)
- (Q4459833) (← links)
- MEASURING SHOCK IN FINANCIAL MARKETS (Q4521251) (← links)
- How trading activity scales with company size in the FTSE 100 (Q4610251) (← links)
- Market heterogeneities and the causal structure of volatility (Q4647275) (← links)
- Volatility processes and volatility forecast with long memory (Q4647598) (← links)
- Stochastic regularization for the mean-variance allocation scheme (Q5234343) (← links)
- Using relative returns to accommodate fat-tailed innovations in processes and option pricing (Q5397452) (← links)
- A mean/variance approach to long-term fixed-income portfolio allocation (Q5397474) (← links)
- The statistical properties of the innovations in multivariate ARCH processes in high dimensions (Q5746740) (← links)
- Heterogeneous volatility cascade in financial markets (Q5942417) (← links)
