|
Archive@NYU >
Browsing by Subject Volatility
Showing results 1 to 7 of 7
| Preview | Issue Date | Title | Author(s) | | 17-Mar-2006 | Financial Markets and the Macro Economy | Brenner, Menachem; Pasquariello, Paolo; Subrahmanyam, MARTI |
| 2-Aug-2005 | High Frequency Multiplicative Component GARCH | Engle, Robert F.; Sokalska, Magdalena E.; Chanda, Ananda |
| Nov-2003 | A Model of Credit Risk, Optimal Policies, and Asset Prices | Basak, Suleyman; Shapiro, Alex |
| Apr-2004 | A MODEL OF CREDIT RISK, OPTIMAL POLICIES, AND ASSET PRICES | Basak, Suleyman; Shapiro, Alex |
| Nov-1994 | On the Dynamics and Information Content of Implied Volatility: A Bivariate Time Series Perspective | Jesper Christensen, Bent; Prabhala, N. R. |
| 9-Nov-2001 | Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH | Engle, Robert F.; Sheppard, Kevin |
| Oct-1999 | Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices | Basak, Suleyman; Shapiro, Alexander |
Showing results 1 to 7 of 7
|
