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subject:"Volatilität"
type_genre:"Sammlung"
~isPartOf:"Forecasting volatility in the financial markets"
~subject:"Impact assessment"
~type_genre:"Book section"
~type_genre:"Konferenzbeitrag"
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Volatilität
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Estimation
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Volatility
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4
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4
Großbritannien
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Engle, Robert F.
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Forecasting volatility in the financial markets
The American economic review
8
Applied quantitative finance
6
Ifo Beiträge zur Wirtschaftsforschung
6
Labour economics : official journal of the European Association of Labour Economists
5
Handbook of financial time series
4
Ifo-Beiträge zur Wirtschaftsforschung
4
The interrelationship between financial and energy markets
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
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
3
Four essays in economics of education
3
Journal of monetary economics
3
Möglichkeiten und Grenzen der wissenschaftlichen Politikanalyse : 50. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e. V. vom 29. September bis 1. Oktober 2010
3
Open economies review
3
Regional externalities : with 50 tables
3
Stock returns : cyclicity, prediction and economic consequences
3
Agriculture and food in the 21st century : economic, environmental and social challenges ; Festschrift on the occasion of Prof. Dr. Dr. h.c. P. Michael Schmitz 65th birthday
2
Arbeitsmarktpolitik und Strukturwandel : empirische Analysen
2
Berichte aus der Volkswirtschaft
2
Cross-sectional methods and applications
2
Current topics in quantitative finance : with 23 tables
2
Dynamic factor models
2
Dynamic optics in economics : quantitative, experimental and econometric analyses
2
Econometric modeling of Japan and Asia-Pacific economies
2
Econometrics and the cost of capital : essays in honor of Dale W. Jorgenson
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Economic analyses in settings with different levels of data aggregation
2
Emerging markets : any lessons for Southeastern Europe? : March 5 and 6, 2007
2
Empirica : journal of european economics
2
Energy economics
2
Essays in empirical health, labor, and family economics
2
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
2
Essays in institutional economics and strategic management
2
Essays in microeconomics with applications in education, health and crime
2
Essays on financial intermediation
2
Essays on macro-financial issues
2
Essays on money and finance : evidence for China
2
Essays on port economics
2
Essays on regulation, accounting and market competition
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European regional growth : with 66 tables
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ECONIS (ZBW)
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1
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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