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~person:"Asai, Manabu"
~person:"Dockner, Engelbert J."
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Volatility
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Volatilität
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Asai, Manabu
Dockner, Engelbert J.
Belke, Ansgar
7
Frankel, Jeffrey A.
7
Aizenman, Joshua
6
Andersen, Torben
6
Chiarella, Carl
5
Haile, Mekbib Gebretsadik
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Adaptive information systems and modelling in economics and management science
1
Handbook of financial time series
1
Optimal control and dynamic games : applications in finance, management science and economics ; [This volume is proudly dedicated by its editors and contributors to Professor Suresh P. Sethi...]
1
Wege zur Ganzheit : Festschrift für J. Hanns Pichler zum 60. Geburtstag
1
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ECONIS (ZBW)
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Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
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2
Non-linear volatility modeling in classical and Bayesian frameworks with applications to risk management
Miazhynskaia, Tatiana
;
Dockner, Engelbert J.
; …
- In:
Adaptive information systems and modelling in economics …
,
(pp. 73-98)
.
2005
Persistent link: https://www.econbiz.de/10003319811
Saved in:
3
Volatility forecasts and the profitability of automated trading strategies
Dockner, Engelbert J.
;
Strobl, Günter
- In:
Optimal control and dynamic games : applications in …
,
(pp. 121-139)
.
2005
Persistent link: https://www.econbiz.de/10003108038
Saved in:
4
Die Quantifizierung und Prognose des Marktrisikos
Dockner, Engelbert J.
- In:
Wege zur Ganzheit : Festschrift für J. Hanns Pichler …
,
(pp. 799-809)
.
1996
Persistent link: https://www.econbiz.de/10001296812
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