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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Alizadeh, Sassan"
~person:"Chaves, Leonardo Salim Saker"
~person:"Hafner, Christian M."
~subject:"EGARCH"
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Volatility
EGARCH
Estimation theory
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
Volatilität
2
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1
ARCH-Modell
1
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Croux, Christophe
Alizadeh, Sassan
Chaves, Leonardo Salim Saker
Hafner, Christian M.
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Shephard, Neil G.
2
Yang, Xiye
2
Alfelt, Gustav
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Chen, Wilson Ye
1
Chen, Xiangjin B.
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Corsi, Fulvio
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Dueker, Michael
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
KBI
4
CORE discussion papers : DP
2
Working papers / Rodney L. White Center for Financial Research
2
CORE discussion paper : DP
1
Contributions to economics
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Discussion papers of interdisciplinary research project 373
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Financial Institutions Center
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Journal of applied econometrics
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1
NBER Working Paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
2
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
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