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subject:"Volatilität"
~person:"Robé, Sophie"
~subject:"Share price"
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Volatilität
Share price
ARCH model
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Deutschland
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Estimation
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Germany
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Nichtlineare Regression
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Nonlinear regression
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1987-1998
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Aktienmarkt
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Robé, Sophie
Gupta, Rangan
109
Caporale, Guglielmo Maria
98
McAleer, Michael
93
Pierdzioch, Christian
79
Bollerslev, Tim
60
Gil-Alaña, Luis A.
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McMillan, David G.
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Hautsch, Nikolaus
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Belke, Ansgar
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Bohl, Martin T.
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Narayan, Paresh Kumar
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Todorov, Viktor
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Wohar, Mark E.
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Zaremba, Adam
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Engle, Robert F.
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Härdle, Wolfgang
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Bahmani-Oskooee, Mohsen
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Döpke, Jörg
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Bouri, Elie
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Herwartz, Helmut
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Pesaran, M. Hashem
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Allen, David E.
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Ma, Feng
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Asai, Manabu
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Lettau, Martin
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Bali, Turan G.
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Balcilar, Mehmet
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Caporin, Massimiliano
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Mumtaz, Haroon
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Cheung, Yin-Wong
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Theissen, Erik
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Chang, Chia-Lin
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Xuan Vinh Vo
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Andersen, Torben
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Buch, Claudia M.
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Cakici, Nusret
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Jawadi, Fredj
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Koopman, Siem Jan
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Europäische Hochschulschriften / 5
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ECONIS (ZBW)
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Modelling nonlinearities in the German stock market
Robé, Sophie
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1999
Persistent link: https://www.econbiz.de/10001356393
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