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~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Sammlung"
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Search: subject:"Modellbildung"
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Volatility
Volatilität
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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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2
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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3
Essays on high frequency financial econometrics
Yang, Xiye
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2015
Persistent link: https://www.econbiz.de/10011279802
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4
Essays on nonparametric econometrics of stochastic volatility
Zu, Yang
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2012
Persistent link: https://www.econbiz.de/10009713426
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5
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
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2009
Persistent link: https://www.econbiz.de/10003863665
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6
Essays in empirical economics
Cohen-Cole, Ethan
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2006
Persistent link: https://www.econbiz.de/10003971783
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7
Three essays on modeling conditional correlation
Sheppard, Kevin
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2004
Persistent link: https://www.econbiz.de/10003550225
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