Printed from https://ideas.repec.org/j/G17-33.html
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G17: Financial Forecasting and Simulation
- J. Piplack, 2009, "Estimating and Forecasting Asset Volatility and Its Volatility: A Markov-Switching Range Model," Working Papers, Utrecht School of Economics, number 09-08, May.
- J. Piplack & M. Beine & B. Candelon, 2009, "Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach," Working Papers, Utrecht School of Economics, number 09-10.