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~subject:"Estimation theory"
~subject:"Volatilität"
~type_genre:"Article"
~type_genre:"Sammlung"
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
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2018
Persistent link: https://www.econbiz.de/10012173996
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2
Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax
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2018
Persistent link: https://www.econbiz.de/10011818780
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3
Econometric analysis of spot variances, covariances and correlations
Acosta, Silvana
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2018
Persistent link: https://www.econbiz.de/10011947759
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4
Econometric analysis of time-varying volatility in financial markets
Laursen, Bo
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2017
Persistent link: https://www.econbiz.de/10011818415
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5
Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore
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2019
Persistent link: https://www.econbiz.de/10012173758
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6
Back on the map : essays on financial markets in the Baltic States
Soultanaeva, Albina
-
2011
Persistent link: https://www.econbiz.de/10008807364
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7
The impact of sotck market jumps on time-varying return correlations : empirical evidence from the Baltic countries
Hellström, Jörgen
;
Soultanaeva, Albina
-
2010
Persistent link: https://www.econbiz.de/10008772565
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8
Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
-
2015
Persistent link: https://www.econbiz.de/10011433554
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9
Essays in financial econometrics
Xiu, Dacheng
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2011
Persistent link: https://www.econbiz.de/10011950727
Saved in:
10
Essays in financial econometrics
Tsiaras, Leonidas
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2010
Persistent link: https://www.econbiz.de/10008697624
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