Jeremias Bekierman

Estimating Stochastic Volatility Models Using Realized Measures

Jeremias Bekierman, Bastian Gribisch, 2016 .

Estimating stochastic volatility models using realized measures

Jeremias Bekierman, Bastian Gribisch, 2016 .

A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns

Jeremias Bekierman, Bastian Gribisch, 2019 .

Asset volatility with prospect theory investors

Jeremias Bekierman, 2018, Quantitative Finance.

Forecasting realized variance measures using time-varying coefficient models

H. Manner, Jeremias Bekierman, 2018 .