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~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliografie"
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Search: subject_exact:"ARCH model"
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1
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
-
2011
Persistent link: https://www.econbiz.de/10009716088
Saved in:
2
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
- In:
Financial markets and the global recession
,
(pp. 103-159)
.
2010
Persistent link: https://www.econbiz.de/10009614252
Saved in:
3
New introduction to multiple time series analysis
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10001768634
Saved in:
4
Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.
;
Frey, Rüdiger
;
Embrechts, Paul
-
2005
Persistent link: https://www.econbiz.de/10002934295
Saved in:
5
New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut
-
2005
Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner
Persistent link: https://www.econbiz.de/10014415231
Saved in:
6
Empirical studies on volatility in international stock markets
Hol, Eugenie M. J. H.
-
2003
Persistent link: https://www.econbiz.de/10001781211
Saved in:
7
Econometric models applied to production theory
Paraskevopoulos, Ioannis
-
2000
Persistent link: https://www.econbiz.de/10001692909
Saved in:
8
Price interdependence among equity markets in the Asia-Pacific region : focus on Australia and ASEAN
Roca, Eduardo
-
2000
Persistent link: https://www.econbiz.de/10001441606
Saved in:
9
Financial volatility and real economic activity
Daly, Kevin James
-
1999
Persistent link: https://www.econbiz.de/10000669878
Saved in:
10
Modelling nonlinearities in the German stock market
Robé, Sophie
-
1999
Persistent link: https://www.econbiz.de/10001356393
Saved in:
11
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
Saved in:
12
Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
13
Investitionen unter Unsicherheit : eine theoretische und empirische Untersuchung für die Bundesrepublik Deutschland
Seppelfricke, Peter
-
1996
Persistent link: https://www.econbiz.de/10013381526
Saved in:
14
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
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