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Number of items: 3.

Journal Article

Bekierman, Jeremias (2019). Asset volatility with prospect theory investors. Quant. Financ., 19 (4). S. 533 - 544. ABINGDON: ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD. ISSN 1469-7696

Bekierman, Jeremias and Gribisch, Bastian (2016). Estimating stochastic volatility models using realized measures. Stud. Nonlinear Dyn. Econom., 20 (3). S. 279 - 301. BERLIN: WALTER DE GRUYTER GMBH. ISSN 1558-3708

Bekierman, Jeremias and Manner, Hans (2018). Forecasting realized variance measures using time-varying coefficient models. Int. J. Forecast., 34 (2). S. 276 - 288. AMSTERDAM: ELSEVIER SCIENCE BV. ISSN 1872-8200

This list was generated on Tue Mar 9 02:13:46 2021 CET.