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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Time series analysis"
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Time series analysis
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
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contributor
); …
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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