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~person:"Alfelt, Gustav"
~person:"Emmer, Susanne"
~subject:"Risikomaß"
~subject:"Zeitreihenanalyse"
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Risikomaß
Zeitreihenanalyse
Analysis of variance
4
Varianzanalyse
4
Black-Scholes model
2
Black-Scholes-Modell
2
Capital income
2
Correlation
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Stock co-volatility
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Alfelt, Gustav
Emmer, Susanne
Caporin, Massimiliano
8
McAleer, Michael
7
Bauwens, Luc
6
Opschoor, Anne
6
Voev, Valeri
6
Christensen, Kim
5
Lucas, André
5
Patton, Andrew J.
5
Schmid, Wolfgang
5
Bonato, Matteo
4
Halbleib, Roxana
4
Janus, Paweł
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Korn, Ralf
4
Podolskij, Mark
4
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3
Bollerslev, Tim
3
Dijk, Herman K. van
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3
Koopman, Siem Jan
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Ng, Serena
3
Oomen, Roel C. A.
3
Otranto, Edoardo
3
Quaedvlieg, Rogier
3
Ranaldo, Angelo
3
Stahl, Gerhard
3
Xu, Yongdeng
3
Śliwa, Przemysław
3
Andersen, Torben
2
Braione, Manuela
2
Corsi, Fulvio
2
Dobrev, Dobrislav
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Gao, Jiti
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
3
Optimal portfolios with bounded downside risks
Emmer, Susanne
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001758100
Saved in:
4
Optimal portfolios with bounded capital at risk
Emmer, Susanne
;
Klüppelberg, Claudia
;
Korn, Ralf
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001620446
Saved in:
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