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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Deutschland"
~subject:"Regressionsanalyse"
~subject:"Volatilität"
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Regressionsanalyse
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
66
Discussion papers of interdisciplinary research project 373
28
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
23
Diskussionspapier
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
IRTG 1792 discussion paper
5
SFB 649 Discussion Paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Applied quantitative finance
3
CORE discussion paper : DP
3
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
3
Journal of econometrics
3
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2
Econometric theory
2
Humboldt-Universität zu Berlin - Sonderforschungsbereich 649 - Discussion Papers
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Journal of financial econometrics
2
Journal of the American Statistical Association : JASA
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Review of derivatives research
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Applied quantitative finance : theory and computational tools
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CIE working paper series
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Contributions to statistics
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1
Digital finance : smart data analytics, investment innovation, and financial technology
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Discussion paper / Center for Economic Research, Tilburg University
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Economics essays : a Festschrift for Werner Hildenbrand
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Emerging markets review
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Energy economics
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European journal of operational research : EJOR
1
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1
Financial markets and portfolio management
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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International review of financial analysis
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Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
2
VAR modeling for dynamic loadings driving volatility strings
Brüggemann, Ralf
;
Härdle, Wolfgang
;
Mungo, Julius
; …
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
3
,
pp. 361-381
Persistent link: https://www.econbiz.de/10003748062
Saved in:
3
A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
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