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~subject:"ARCH-Modell"
~type_genre:"Guidebook"
~type_genre:"Sammlung"
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Search: "Volatilität"
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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
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2017
Persistent link: https://www.econbiz.de/10011818415
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5
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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6
Back on the map : essays on financial markets in the Baltic States
Soultanaeva, Albina
-
2011
Persistent link: https://www.econbiz.de/10008807364
Saved in:
7
The impact of sotck market jumps on time-varying return correlations : empirical evidence from the Baltic countries
Hellström, Jörgen
;
Soultanaeva, Albina
-
2010
Persistent link: https://www.econbiz.de/10008772565
Saved in:
8
Essays in financial econometrics
Xiu, Dacheng
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2011
Persistent link: https://www.econbiz.de/10011950727
Saved in:
9
Essays in financial econometrics
Tsiaras, Leonidas
-
2010
Persistent link: https://www.econbiz.de/10008697624
Saved in:
10
Modeling and forecasting implied volatility
Ahoniemi, Katja
-
2009
Persistent link: https://www.econbiz.de/10003802181
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