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Volatility
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Hafner, Christian M.
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Preminger, Arie
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CORE discussion papers : DP
Discussion paper / Tinbergen Institute
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8
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1
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
2
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
3
Locally stationary volatility modelling
Van Bellegem, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009385331
Saved in:
4
Volatility models
Bauwens, Luc
;
Hafter, Christian
;
Laurent, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009390311
Saved in:
5
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo
;
Silvestrini, Andrea
-
2010
Persistent link: https://www.econbiz.de/10008649481
Saved in:
6
General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
(
contributor
);
Sucarrat, Genaro
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003328223
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