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subject:"Time series analysis"
subject:"Volatilität"
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Time series analysis
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Applied quantitative finance
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Forecasting volatility in the financial markets
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Handbook of financial time series
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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Monetary transmission mechanisms and central bank policy : essays in econometric modelling
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Selected topics in applied econometrics
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
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
3
Exchange rate economics : where do we stand?
3
Growth and cycle in the Euro-zone
3
New tools of economic dynamics
3
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
3
Computational methods in decision-making, economics and finance
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Current topics in quantitative finance : with 23 tables
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Dynamic factor models
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Dynamic optics in economics : quantitative, experimental and econometric analyses
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East European transition and EU enlargement : a quantitative approach ; with 105 tables
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Econometric analysis of financial and economic time series ; part B
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Emerging markets : any lessons for Southeastern Europe? : March 5 and 6, 2007
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Equilibrium exchange rates
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Essays in honour of Fabio Canova
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European Monetary Union, emerging markets and econometric issues in international finance
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Exchange rate policies for small open economies
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Exchange rates and global financial policies
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Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
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Handbook of applied econometrics and statistical inference
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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Handbook of research on emerging theories, models, and applications of financial econometrics
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Handbuch Alternative Investments ; Bd. 1
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
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Long memory in economics : with 50 tables
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Measuring risk in complex stochastic systems
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New directions in spatial econometrics
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
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Quantitative Verfahren im Finanzmarktbereich
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Recent econometric techniques for macroeconomic and financial data
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ECONIS (ZBW)
312
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1
Predicting the equity premium with the implied volatility spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
-
2024
Persistent link: https://www.econbiz.de/10015045592
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2
Corporate financial hedging and the cost of equity capital
Ahmed, Hany
;
Guney, Yilmaz
-
2024
Persistent link: https://www.econbiz.de/10015046800
Saved in:
3
Volatility risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
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4
Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 99-131)
.
2023
Persistent link: https://www.econbiz.de/10014315152
Saved in:
5
The South Korean export benchmark : validity of the export-led growth hypothesis
Bakeer, Mayar
;
Ghoneim, Hebatallah
- In:
Economics and Finance Readings : Selected Papers from …
,
(pp. 155-179)
.
2023
Persistent link: https://www.econbiz.de/10014316801
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6
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
7
Bi-directional causality between volatility in output growth and price growth : evidence from rice production in India using ARCH/GARCH and panel VECM approach
Pal, Dipyaman
;
Chakraborty, Chandrima
- In:
Risks and Resilience of Emerging Economies : Essays in …
,
(pp. 71-90)
.
2023
Persistent link: https://www.econbiz.de/10014339164
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8
A study on risk return relationship of Indian equity markets
Thappa, Sankar
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 237-242)
.
2022
Persistent link: https://www.econbiz.de/10014434886
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9
COVID-19 and fractal characteristics in energy markets : evidence from US energy price time series
Emami-Meybodi, Mehdi
;
Owjimehr, Sakine
;
Samadi, Ali Hussein
- In:
Time and Fractals : Perspectives in Economics, …
,
(pp. 161-186)
.
2023
Persistent link: https://www.econbiz.de/10014430657
Saved in:
10
What drives inflation in advanced and emerging market economies?
Kamber, Güneş
;
Mohanty, M. S.
;
Morley, James C.
- In:
Inflation dynamics in Asia and the Pacific
,
(pp. 21-36)
.
2020
Persistent link: https://www.econbiz.de/10012250092
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