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~person:"Andrianov, Dmitry"
~person:"Fiszeder, Piotr"
~subject:"Börsenkurs"
~subject:"Oil price"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Andrianov, Dmitry
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East European transition and EU enlargement : a quantitative approach ; with 105 tables
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Financial econometrics and empirical market microstructure
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Construction and backtesting of a multi-factor stress-scenario for the stock market
Boldyrev, Kirill
;
Andrianov, Dmitry
;
Ivliev, Sergey
- In:
Financial econometrics and empirical market microstructure
,
(pp. 37-45)
.
2015
Persistent link: https://www.econbiz.de/10011326724
Saved in:
2
Looking for the pattern of GARCH type models in Polish stock exchange returns : comparison with indices of the EU and the East European stock markets
Fiszeder, Piotr
;
Románski, Jerzy
- In:
East European transition and EU enlargement : a …
,
(pp. 355-369)
.
2002
Persistent link: https://www.econbiz.de/10001686532
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