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Title: Volatility jumps and their economic determinants
Title: FIEGARCH-M
For PhD students and supervisors
For professors, associate and assistant professors and postdocs
Title: Volatility, Correlation and Tails for Systemic Risk Measurement
Title: Modelling Changes in the Unconditional Variance of Long Stock Return Series
Title: Bootstrapping pre-averaged realized volatility under market microstructure noise
Title: Bias Reduction under Dependence, in a Nonlinear and Dynamic Panel Setting: the Case of GARCH Panels
Title: Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM
Title: Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
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