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Number of items: 4.

14 September 2007

de Vilder, Robin G. and Visser, Marcel P. (2007): Volatility Proxies for Discrete Time Models.

10 June 2008

Visser, Marcel P. (2008): Garch Parameter Estimation Using High-Frequency Data.

9 October 2008

Visser, Marcel P. (2008): Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models.

14 October 2008

Visser, Marcel P. (2008): Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure.

This list was generated on Wed Nov 20 21:39:59 2019 CET.
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