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subject:"Share price"
subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Europäische Hochschulschriften / 5"
~subject:"Theorie"
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Europäische Hochschulschriften / 5
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1
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
2
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
3
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
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4
The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances
Paquin, Jean-Paul
;
Charbonneau, Alain
;
Tessier, David
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1170-1186
Persistent link: https://www.econbiz.de/10010486263
Saved in:
5
Multimodality and mixture distributions : an application to a survey of economic expectations
Jaramillo, Patricio
;
Piantini, Juan Carlos
- In:
Applied economics
45
(
2013
)
13/15
,
pp. 1801-1817
Persistent link: https://www.econbiz.de/10009758515
Saved in:
6
The log of gravity revisited
Martínez-Zarzoso, Inmaculada
- In:
Applied economics
45
(
2013
)
1/3
,
pp. 311-327
Persistent link: https://www.econbiz.de/10009713035
Saved in:
7
Median-unbiased estimation in DF-GLS regressions and the PPP puzzle
Lopez, Claude
;
Murray, Christian J.
;
Papell, David H.
- In:
Applied economics
45
(
2013
)
4/6
,
pp. 455-464
Persistent link: https://www.econbiz.de/10009715043
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8
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
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9
Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-cheng
;
Lou, Tien-wei
;
Wang, Yi-hsien
;
Lee, Jun-de
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
Saved in:
10
Tests and confidence intervals for a class of scientometric, technological and economic specialization ratios
Schubert, Torben
;
Grupp, Hariolf
- In:
Applied economics
43
(
2011
)
7/9
,
pp. 941-950
Persistent link: https://www.econbiz.de/10009124352
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