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subject:"Volatilität"
type_genre:"Aufsatz im Buch"
~person:"Clewlow, Les"
~person:"Laurent, Sébastien"
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Volatilität
Estimation
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Schätzung
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Volatility
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Clewlow, Les
Laurent, Sébastien
Belke, Ansgar
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3
Herwartz, Helmut
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Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
2
Developments in forecast combination and portfolio choice
1
Handbook of research methods and applications in empirical finance
1
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ECONIS (ZBW)
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A multi-factor structural model for Australian electricity market risk
Breslin, John
;
Clewlow, Les
;
Strickland, Chris
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 335-354)
.
2014
Persistent link: https://www.econbiz.de/10011286578
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2
On the volatility of commodity futures prices
Clewlow, Les
;
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 315-334)
.
2014
Persistent link: https://www.econbiz.de/10011286579
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3
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
- In:
Handbook of research methods and applications in …
,
(pp. 373-427)
.
2013
Persistent link: https://www.econbiz.de/10011897548
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4
Structural change and long memory in volatility : new evidence from daily exchange rates
Beine, Michael
;
Laurent, Sébastien
- In:
Developments in forecast combination and portfolio choice
,
(pp. 145-157)
.
2001
Persistent link: https://www.econbiz.de/10001719131
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