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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Forecasting volatility in the financial markets"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammlung"
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Schock
Volatilität
Estimation
6
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6
Volatility
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4
ARCH-Modell
4
Großbritannien
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Bond, Shaun A.
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Forecasting volatility in the financial markets
Applied quantitative finance
6
Handbook of financial time series
4
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
4
Characteristics of business cycles : have they changed?
3
Dissertation.de
3
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
3
The interrelationship between financial and energy markets
3
Accounting for time-varying and nonlinear relationships in macroeconometric models
2
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
2
Business excellence and competitiveness in the Middle East and North Africa
2
Current topics in quantitative finance : with 23 tables
2
Dynamic factor models
2
Dynamic optics in economics : quantitative, experimental and econometric analyses
2
Emerging markets : any lessons for Southeastern Europe? : March 5 and 6, 2007
2
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
2
Essays in honour of Fabio Canova
2
Essays on the macroeconomic consequences of microeconomic frictions
2
Exchange rate economics : where do we stand?
2
Financial econometrics and empirical market microstructure
2
Financial markets and the macroeconomy
2
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
2
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
2
Growth and cycle in the Euro-zone
2
Handbook of research on emerging theories, models, and applications of financial econometrics
2
Handbuch Alternative Investments ; Bd. 1
2
Inflation dynamics in Asia and the Pacific
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Long memory in economics : with 50 tables
2
Monetary policy and macroeconomic stabilization in Latin America
2
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
2
Prospects for monetary unions after the Euro
2
Revue des livres
2
Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten
2
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
2
Stock returns : cyclicity, prediction and economic consequences
2
The global structure of financial markets : an overview
2
The open economy macromodel : past, present and future
2
A statistical equilibrium perspective on corporate profitability
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
2
A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices
Cornish, Rob
- In:
Forecasting volatility in the financial markets
,
(pp. 73-100)
.
2007
Persistent link: https://www.econbiz.de/10003872850
Saved in:
3
An econometric model of downside risk
Bond, Shaun A.
- In:
Forecasting volatility in the financial markets
,
(pp. 301-331)
.
2007
Persistent link: https://www.econbiz.de/10003873001
Saved in:
4
Variations in the mean and volatility of stock returns around turning points of the business cycle
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Forecasting volatility in the financial markets
,
(pp. 333-350)
.
2007
Persistent link: https://www.econbiz.de/10003873006
Saved in:
5
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 365-389)
.
2007
Persistent link: https://www.econbiz.de/10003873026
Saved in:
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