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~institution:"Instituto Valenciano de Investigaciones Económicas"
~institution:"International Center for Financial Asset Management and Engineering"
~subject:"Volatilität"
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Volatilität
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León Valle, Ángel Manuel
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Rubia, Antonio
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Instituto Valenciano de Investigaciones Económicas
International Center for Financial Asset Management and Engineering
University of Canterbury / Dept. of Economics and Finance
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Federal Reserve Bank of St. Louis
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HFDF <2, 1998, Zürich>
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Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
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Forecasting time-varying covariance matrices in intradaily electricity spot prices
León Valle, Ángel Manuel
(
contributor
); …
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2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696018
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