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~person:"Andersen, Torben"
~person:"Brümmer, Bernhard"
~person:"Hautsch, Nikolaus"
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Volatility
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Andersen, Torben
Brümmer, Bernhard
Hautsch, Nikolaus
Belke, Ansgar
7
Frankel, Jeffrey A.
7
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6
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5
Haile, Mekbib Gebretsadik
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Agricultural markets instability : revisiting the recent food crises
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1
Möglichkeiten und Grenzen der wissenschaftlichen Politikanalyse : 50. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e. V. vom 29. September bis 1. Oktober 2010
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Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
2
Volatility in the after-crisis period : a literature review of recent empirical research
Brümmer, Bernhard
;
Korn, Olaf
;
Schlüßler, Kristina
; …
- In:
Agricultural markets instability : revisiting the …
,
(pp. 15-28)
.
2016
Persistent link: https://www.econbiz.de/10011483600
Saved in:
3
Has agricultural price volatility increased since 2007?
Brümmer, Bernhard
;
Dönmez, Ayça
;
Jaghdani, Tinoush Jamali
- In:
Agricultural markets instability : revisiting the …
,
(pp. 29-58)
.
2016
Persistent link: https://www.econbiz.de/10011483601
Saved in:
4
Investigating rapeseed price volatilities in the course of the food crisis
Busse, Stefan
;
Brümmer, Bernhard
;
Ihle, Rico
- In:
Möglichkeiten und Grenzen der wissenschaftlichen …
,
(pp. 275-287)
.
2011
Persistent link: https://www.econbiz.de/10009510429
Saved in:
5
Parametric and nonparametric volatility measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2010
Persistent link: https://www.econbiz.de/10003900630
Saved in:
6
Stochastic volatility: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
Saved in:
7
Realized volatility
Andersen, Torben
;
Benzoni, Luca
- In:
Handbook of financial time series
,
(pp. 555-575)
.
2009
Persistent link: https://www.econbiz.de/10003834180
Saved in:
8
Stochastic volatility estimation using Markov chain simulation
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Applied quantitative finance
,
(pp. 249-274)
.
2009
Persistent link: https://www.econbiz.de/10003746411
Saved in:
9
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, Uta
- In:
Applied quantitative finance
,
(pp. 275-293)
.
2009
Persistent link: https://www.econbiz.de/10003746412
Saved in:
10
High-frequency volatility and liquidity
Hautsch, Nikolaus
;
Jeleskovic, Vahidin
- In:
Applied quantitative finance
,
(pp. 379-397)
.
2009
Persistent link: https://www.econbiz.de/10003746425
Saved in:
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