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type_genre:"Collection of articles written by one author"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~type_genre:"Bibliografie enthalten"
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ARCH-Modell
Forecasting model
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229
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226
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ECONIS (ZBW)
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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
Measurement, assesment, and forecast of integrated variance
Mirone, Giorgio
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2018
Persistent link: https://www.econbiz.de/10011947775
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5
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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6
Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore
-
2019
Persistent link: https://www.econbiz.de/10012173758
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7
Measuring and forecasting financial market volatility using high-frequency data
Bannouh, Karim
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2013
Persistent link: https://www.econbiz.de/10009707692
Saved in:
8
Three essays in empirical finance
Ji, Jiangyu
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2017
Persistent link: https://www.econbiz.de/10011741134
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9
Back on the map : essays on financial markets in the Baltic States
Soultanaeva, Albina
-
2011
Persistent link: https://www.econbiz.de/10008807364
Saved in:
10
Essays on empirical asset pricing and investor behavior
Westheide, Christian
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2011
Persistent link: https://www.econbiz.de/10009412402
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