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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc."
~institution:"Springer Fachmedien Wiesbaden"
~institution:"University of Exeter / Department of Economics"
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Stochastischer Prozess
Volatility
Estimation theory
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
Springer Fachmedien Wiesbaden
University of Exeter / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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State University of New York at Albany / Department of Economics
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Symposium on Operations Research <24, 1999, Magdeburg>
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Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Kömm, Holger
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2016
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1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
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2
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
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1998
Persistent link: https://www.econbiz.de/10000998647
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3
Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.
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Tzavalis, Elias
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1995
Persistent link: https://www.econbiz.de/10000912747
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Estimation of a stochastic model of reproduction : an econometric approach
Heckman, James J.
;
Willis, Robert J.
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1974
Persistent link: https://www.econbiz.de/10002755918
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