Rempart de la Vierge 8
B-5000 Namur
Belgium
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
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Implied volatility, VIX index, trading, return and risk
venture capital, divestment, IPO, trade sale, survival analysis
VIX, Implied volatility, Volatility forecast, VaR, Density forecasts
stock indexes, earnings, long-run relationships, interest rates, inflation, market valuation
Value-at-Risk, Realized Volatility, Skewed Student Distribution, APARCH
duration, high frquency data, liquidity, market microstructure
Duration and transition model, High frequency data, Market microstructure
foreign exchange market, volatility, news announcements, high frequency data
implied volatility, financial crisis, Markov switching model, stock market
Private equity, specialization, fundraising, competing risks model
Liquidity, Value-at-Risk, Microstructure
Duration model, overdispersion, autocorrelation function, high frequency financial data
predictability, profitability, efficiency, out-of-sample.
limit order book, commonalities, liquidity, market microstructure
Limit order book, Commonalities, Liquidity, Market microstructure
XETRA, automated auction market, market liquidity, trading risk, intraday data
Duration processes, transactions data, intra-day financial markets, density forecast evaluation
volume, volatility, transactions, jumps, bi-power variation
private equity funds, venture capital, buyouts, learning, reputation, risk-taking.
order book, volatility, liquidity
implied volatility, financial crisis, Markov switching model, stock market.
commonality, liquidity, volatility, regime, market, capitalization, index
