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~subject:"Volatilität"
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Volatilität
Theorie
112
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106
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95
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88
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88
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82
Volatility
65
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risk management
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Dijk, Dick van
62
Martens, Martin
15
Wel, Michel van der
13
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12
Sensier, Marianne
7
Bannouh, Karim
6
Franses, Philip Hans
6
Kole, Erik
5
Pooter, Michiel de
5
Lucas, André
4
Osborn, Denise R.
4
Ozturk, Sait R.
4
Taylor, Nicholas
4
Çakmaklı, Cem
4
Scholtus, Martin L.
3
van Dijk, Dick
3
van der Wel, Michel
3
Bataa, Erdenebat
2
Frijns, Bart
2
Koekkoek, Remmert
2
Lord, Roger
2
Ozturk, Sait
2
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1
Cakmakli, Cem
1
Chulia-Soler, Helena
1
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1
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1
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1
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1
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1
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Centre for Growth and Business Cycle Research <Manchester>
3
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2
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Discussion paper / Tinbergen Institute
16
Discussion paper series
4
Econometric Institute research papers
4
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4
ERIM report series research in management
3
Dynamic factor models
2
International journal of forecasting
2
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2
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2
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2
Advances in Econometrics, 35, 2016
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1
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1
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1
The North American journal of economics and finance : a journal of financial economics studies
1
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1
Tinbergen Institute Discussion Paper 12-018/4
1
Tinbergen Institute Discussion Paper 13-068/III
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ECONIS (ZBW)
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EconStor
3
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Nonlinear time series models in empirical finance
Franses, Philip Hans
;
Dijk, Dick van
-
2000
-
1. publ.
Persistent link: https://www.econbiz.de/10001484071
Saved in:
2
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
3
Short patches of outliers, arch and volatility modeling
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000988100
Saved in:
4
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
Saved in:
5
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
6
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702113
Saved in:
7
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703545
Saved in:
8
Modeling and forecasting S&P 500 volatility : long memory, structural breaks and nonlinearity
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
-
2004
Persistent link: https://www.econbiz.de/10002128301
Saved in:
9
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
;
Dijk, Dick van
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 833-839
Persistent link: https://www.econbiz.de/10002223475
Saved in:
10
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
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