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~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Birkbeck College / Department of Economics"
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Search: subject_exact:"Volatilität"
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Volatility
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Volatilität
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Australian National University / Faculty of Economics and Commerce
Birkbeck College / Department of Economics
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494
Institut für Schweizerisches Bankwesen <Zürich>
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
8
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1
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
2
A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H.
-
1997
Persistent link: https://www.econbiz.de/10000959373
Saved in:
3
An examination of the variation in equity market returns and volatility in the Asia Pacific region
Heaney, Richard A.
-
1997
Persistent link: https://www.econbiz.de/10000978403
Saved in:
4
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
5
Volatility and openness of emerging markets : some empirical evidence
Hooper, Vincent J.
-
1996
Persistent link: https://www.econbiz.de/10000609582
Saved in:
6
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
7
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
8
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
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