Modeling Realized Covariances and Returns

By Jin Xin   Maheu John M.  

Journal of Financial Econometrics, Vol. 11, Iss. 2, 2013-03 ,pp. : 335-369

Oxford University Press

Access to resources Recommend Favorite

Time varying betas and the unconditional distribution of asset returns

By Adcock C. J.   Cortez M. Ceu   Armada M. J. Rocha   Silva F.  

Quantitative Finance, Vol. 12, Iss. 6, 2012-06 ,pp. : 951-967

Routledge Ltd

Access to resources Recommend Favorite

Probability distribution of returns in the Heston model with stochastic volatility*

By Dragulescu A.A.   Yakovenko V.M.  

Quantitative Finance, Vol. 2, Iss. 6, 2002-06 ,pp. : 443-453

Routledge Ltd

Access to resources Recommend Favorite

A simple two-component model for the distribution of intraday returns

By Coroneo Laura   Veredas David  

The European Journal of Finance, Vol. 18, Iss. 9, 2012-10 ,pp. : 775-797

Routledge Ltd

Access to resources Recommend Favorite

Forecasting the returns on UK investment trusts: a comparison

By Copeland L.   Wang Ping  

The European Journal of Finance, Vol. 6, Iss. 3, 2000-09 ,pp. : 298-310

Routledge Ltd

Access to resources Recommend Favorite