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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Applied quantitative finance"
~subject:"Finanzmarkt"
~subject:"Multivariate Analyse"
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Time series analysis
Finanzmarkt
Multivariate Analyse
Theorie
33
Theory
33
Estimation
11
Schätzung
11
Portfolio selection
10
Portfolio-Management
10
Risikomaß
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Risk measure
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United States
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Volatility
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Volatilität
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Option pricing theory
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Aufsatz im Buch
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Herwartz, Helmut
2
Härdle, Wolfgang
2
Elagin, Mstislav
1
Fengler, Matthias
1
Fengler, Matthias R.
1
Frisch, Christoph
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Hautsch, Nikolaus
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Jeleskovic, Vahidin
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Knöchlein, Germar
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Okhrin, Ostap
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Raters, F. H. C.
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Applied quantitative finance
Long memory in economics : with 50 tables
11
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
10
Statistical methods in finance
10
Analyse saisonaler Zeitreihen
9
Handbook of financial time series
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
8
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Issues in monetary policy : the relationship between money and the financial markets
6
Bootstrap inference in time series econometrics
5
Classification and clustering in business cycle analysis
5
Handbook of econometrics ; Vol. 2
5
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
5
Progress in financial markets research
5
State space and unobserved component models : theory and applications
5
The Oxford handbook of economic forecasting
5
Advanced mathematical methods for finance
4
Bioenvironmental and public health statistics
4
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
4
Econometric analysis of financial and economic time series ; part B
4
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
4
Finanzmärkte : Funktionsweise, Integrationseffekte und ordnungspolitische Konsequenzen
4
Growth and cycle in the Euro-zone
4
Moneta e finanza
4
On testing and forecasting in fractionally integrated time series models
4
Statistical properties of GARCH processes
4
Adaptive information systems and modelling in economics and management science
3
Advances in artificial economics : the economy as a complex dynamic system; with 30 tables
3
Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009]
3
Aspects of mathematical finance
3
Cointegration for the applied economist
3
Contributions to financial econometrics : theoretical and practical issues
3
Count data autoregression modelling
3
Digital Designs for Money, Markets, and Social Dilemmas
3
Econometric analysis of financial markets
3
Econometric modelling of durations between economic events
3
Econometrics of short and unreliable time series
3
Encyclopedia of economics research ; Vol. 1
3
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
3
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Multivariate volatility models
Fengler, Matthias
;
Herwartz, Helmut
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 25-37)
.
2017
Persistent link: https://www.econbiz.de/10011794951
Saved in:
2
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
Saved in:
3
Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
Saved in:
4
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
Saved in:
5
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, Maria
- In:
Applied quantitative finance
,
(pp. 139-159)
.
2009
Persistent link: https://www.econbiz.de/10003746012
Saved in:
6
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance
,
(pp. 313-326)
.
2009
Persistent link: https://www.econbiz.de/10003746416
Saved in:
7
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
- In:
Applied quantitative finance
,
(pp. 345-361)
.
2009
Persistent link: https://www.econbiz.de/10003746421
Saved in:
8
High-frequency volatility and liquidity
Hautsch, Nikolaus
;
Jeleskovic, Vahidin
- In:
Applied quantitative finance
,
(pp. 379-397)
.
2009
Persistent link: https://www.econbiz.de/10003746425
Saved in:
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