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~subject:"Volatilität"
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Detecting intraday periodiciti...
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Volatilität
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47
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37
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Brooks, Chris
24
Miffre, Joëlle
6
Prokopczuk, Marcel
5
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3
Hinich, Melvin J.
3
Lazar, Emese
3
Li, Xiafei
3
Symeonidis, Lazaros
3
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2
Foster, John
2
Gheno, Andrea
2
Persand, Gita
2
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2
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2
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3
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2
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2
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2
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ECONIS (ZBW)
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Predicting stock index volatility : can market volume help?
Brooks, Chris
- In:
Journal of forecasting
17
(
1998
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10001245342
Saved in:
2
A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
Saved in:
3
Identifying nonlinear serial dependence in volatile, high-frequency time series and its implications for volatility modeling
Wild, Phillip
;
Foster, John
;
Hinich, Melvin J.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 88-110
Persistent link: https://www.econbiz.de/10003981218
Saved in:
4
Randomly modulated periodic signals in Alberta's electricity market
Hinich, Melvin J.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10003559084
Saved in:
5
Randomly modulated periodic signals in Australia's national electricity market
Foster, John
;
Hinich, Melvin J.
;
Wild, Phillip
- In:
The energy journal
29
(
2008
)
3
,
pp. 105-129
Persistent link: https://www.econbiz.de/10003733966
Saved in:
6
Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economic modelling
17
(
2000
)
4
,
pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
Saved in:
7
The impact of news on measures of undiversifiable risk : evidence from the UK stock market
Brooks, Chris
;
Henry, Ólan Thomas John
-
2000
Persistent link: https://www.econbiz.de/10001456109
Saved in:
8
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
Saved in:
9
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
Saved in:
10
Linear and non-linear transmission of equity return volatility : evidence from the US, Japan and Australia
Brooks, Chris
;
Henry, Ólan T.
-
1999
Persistent link: https://www.econbiz.de/10001364282
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