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person:"Baur, Dirk"
~person:"Giot, Pierre"
~person:"Todorov, Viktor"
~subject:"ARCH model"
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ARCH model
Aktienindex
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Baur, Dirk
Giot, Pierre
Todorov, Viktor
Gupta, Rangan
8
Jondeau, Eric
7
Rockinger, Michael
7
Wu, Jianbin
6
Ajmi, Ahdi Noomen
5
Allen, David E.
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CORE discussion paper : DP
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Econometric analysis of financial and economic time series ; part a
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Journal of applied econometrics
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ECONIS (ZBW)
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The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
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2
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
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3
A flexible dynamic correlation model
Baur, Dirk
-
2006
Persistent link: https://www.econbiz.de/10003331350
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4
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
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5
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001590396
Saved in:
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