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subject:"Volatilität"
~subject:"Time series analysis"
~type_genre:"Aufsatz im Buch"
~type_genre:"Thesis"
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Volatilität
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Analysis of variance
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23
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Reihe Quantitative Ökonomie : Ökon
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Application of operations research to financial markets
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ERIM Ph. D. series research in management / Erasmus Institute of Management
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Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
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Europäische Hochschulschriften / 5
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High frequency financial econometrics : recent developments ; with 64 tables
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New tools of economic dynamics
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PhD / Aarhus School of Business
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Tinbergen Institute research series
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Unternehmensentwicklung im Wettbewerb
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
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2
Non-stationarity as a central aspect of financial markets
Schmitt, Thilo A.
-
2014
Persistent link: https://www.econbiz.de/10010526646
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3
Measuring and forecasting financial market volatility using high-frequency data
Bannouh, Karim
-
2013
Persistent link: https://www.econbiz.de/10009707692
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4
Forecasting realized variance based on macroeconomic uncertainty
Vicedom, Sebastian
- In:
Essays in finance : commodity derivatives, volatility …
,
(pp. 51-114)
.
2016
Persistent link: https://www.econbiz.de/10011646902
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5
Time-varying correlation and common structures in volatility
Liu, Yang
-
2016
Persistent link: https://www.econbiz.de/10011556381
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6
Factor mimicking portfolios from parametric portfolio policies
Ascheberg, Marius
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 69-96)
.
2013
Persistent link: https://www.econbiz.de/10010412570
Saved in:
7
Dynamic modelling of large-dimensional covariance matrices
Voev, Valeri
- In:
High frequency financial econometrics : recent …
,
(pp. 293-312)
.
2008
Persistent link: https://www.econbiz.de/10003579362
Saved in:
8
Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003765837
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9
Topics on high-frequency financial econometrics : measuring and forecasting volatility
Christensen, Kim
-
2007
Persistent link: https://www.econbiz.de/10003596774
Saved in:
10
Dynamische Steuerung von Portfoliorisiken
Reinschmidt, Timo
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003212151
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