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~subject:"ARCH model"
~subject:"USA"
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ARCH model
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ECONIS (ZBW)
72
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
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2018
Persistent link: https://www.econbiz.de/10012173996
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2
Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax
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2018
Persistent link: https://www.econbiz.de/10011818780
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3
Econometric analysis of spot variances, covariances and correlations
Acosta, Silvana
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2018
Persistent link: https://www.econbiz.de/10011947759
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4
Econometric analysis of time-varying volatility in financial markets
Laursen, Bo
-
2017
Persistent link: https://www.econbiz.de/10011818415
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5
Essays on consumption risk in international asset markets
Tshering, Lobsang Tenzin
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2016
Persistent link: https://www.econbiz.de/10011511100
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6
Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore
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2019
Persistent link: https://www.econbiz.de/10012173758
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7
Integrity and efficiency of electronic securities markets : fraud detection, safeguards, and the role of high-frequency trading
Clapham, Benjamin
-
2019
Persistent link: https://www.econbiz.de/10012150671
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8
Essays on the relation between idiosyncratic volatility and expected returns
Seidens, Sebastian
-
2018
Persistent link: https://www.econbiz.de/10012018987
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9
Modeling and forecasting asset volatility
Bekierman, Jeremias
-
2017
Persistent link: https://www.econbiz.de/10011861477
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10
Essays on central bank transparency
Weber, Christoph Sebastian
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2017
Persistent link: https://www.econbiz.de/10011861514
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