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Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999

Chan, Wai-Sum (contributor); Li, Wai Keung (contributor); … - International Workshop on Statistics and Finance <1999, … - 2000

Persistent link: https://www.econbiz.de/10001490756

Volatility and time series econometrics : essays in honor of Robert Engle

Bollerslev, Tim (ed.); Engle, Robert F. (honouree); … - 2010 - 1. publ.

Volatility and Time Series Econometrics: Essays in Honor of Robert F. .Engle Edited by … 95 6 Macroeconomic Volatility and Stock Market Volatility, World … theory 122 3 More empirical work …

Persistent link: https://www.econbiz.de/10003861657

Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten

Peitz, Christian - 2016

Persistent link: https://www.econbiz.de/10011432076

Handbook of volatility models and their applications

Bauwens, Luc (ed.) - 2012 - Online-Ausg.

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot … econometrics. Providing an overview of the most recent advances, Handbook of Volatility Models and Their Applications explores key … concepts and topics essential for modeling the volatility of financial time series, both univariate and multivariate …

Persistent link: https://www.econbiz.de/10012661919

Die parametrische und semiparametrische Analyse von Finanzzeitreihen : Neue Methoden, Modelle und Anwendungsmöglichkeiten

Peitz, Christian - 2016 - 1. Aufl. 2016

Semiparametrische Volatilitätsmodelle -- Hochfrequente und Ultra-Hochfrequente Finanzdaten -- Berechnung des Value-at-Risk auf Grundlage parametrischer und semiparametrischer Modelle -- Analyse von Handelswartezeiten -- Glättung der Volatilität von hochfrequenten Finanzdaten in einem...

Persistent link: https://www.econbiz.de/10014018518

Handbook of financial time series

Andersen, Torben (ed.); Davis, Richard A. (ed.); … - 2009

Persistent link: https://www.econbiz.de/10003494231

Tail estimation and conditional modeling of heteroscedastic time-series

Paolella, Marc S. - 1999 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001388258

New introduction to multiple time series analysis

Lütkepohl, Helmut - 2006

Persistent link: https://www.econbiz.de/10001768634

Dynamic mixture models for financial time series

Haas, Markus - 2004 - 1. Aufl.

Inaugural -Dissertation zur Erlangung des Grades eines Doktors der Wirtschafts -und Sozialwissenschaften der Wirtschafts -und Sozialwissenschaftlichen Fakultät der Christian -Albrechts -Universität zu Kiel The objective of this study is the development and application of models for financial...

Persistent link: https://www.econbiz.de/10002452594

Quantitative risk management : concepts, techniques and tools

McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul - 2005

Persistent link: https://www.econbiz.de/10002934295