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type_genre:"Sammelwerk"
~isPartOf:"Handbook of financial time series"
~subject:"Volatility"
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Volatility
Estimation theory
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Handbook of financial time series
Application of operations research to financial markets
2
Econometric analysis of financial and economic time series ; part a
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Statistical methods in finance
2
Advanced mathematical methods for finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
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1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Econometric reviews
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Encyclopedia of economics research ; Vol. 1
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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Financial econometrics and empirical market microstructure
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Frontiers in quantitative finance : volatility and credit risk modeling
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Global information technology and competitive financial alliances
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Handbook of research on emerging theories, models, and applications of financial econometrics
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Handbooks in finance
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Institutional arrangements for global economic integration
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Long memory in economics : with 50 tables
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Models of futures markets
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Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
1
Operational risk: new frontiers explored
1
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
1
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Robustness in econometrics
1
Selected issues in macroeconomic and regional modeling : Romania as an emerging country in the EU
1
Time-series methods and applications
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
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Valuation, financial modeling, and quantitative tools
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Varying coefficient GARCH models
Čížek, Pavel
;
Spokojnyj, Vladimir G.
- In:
Handbook of financial time series
,
(pp. 169-185)
.
2009
Persistent link: https://www.econbiz.de/10003833937
Saved in:
2
Multivariate GARCH models
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Handbook of financial time series
,
(pp. 201-229)
.
2009
Persistent link: https://www.econbiz.de/10003833947
Saved in:
3
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
4
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
5
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
6
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
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