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subject:"ARCH model"
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ARCH model
Risikomaß
1,050
Risk measure
1,025
Theorie
528
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485
Portfolio-Management
331
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304
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227
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216
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201
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199
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198
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174
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147
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146
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133
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127
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120
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89
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McAleer, Michael
10
Paolella, Marc S.
10
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8
Giot, Pierre
8
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6
Mittnik, Stefan
6
Bauwens, Luc
5
Chang, Chia-Lin
5
Haas, Markus
5
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4
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4
Hoogerheide, Lennart
4
Laurent, Sébastien
4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Fortin, Ines
2
Francq, Christian
2
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2
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2
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2
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15
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9
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2
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2
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2
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2
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2
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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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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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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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ECONIS (ZBW)
137
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131
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
132
Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
Saved in:
133
Value at risk: teoría y aplicaciones
Johnson, Christian
-
2002
Persistent link: https://www.econbiz.de/10001699580
Saved in:
134
Market risk models for intraday data
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001687727
Saved in:
135
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001590396
Saved in:
136
Modelling daily value-at-risk using realized volatility and Arch type models
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001638521
Saved in:
137
Value at risk estimation for stock indices using the Basle committee proposal from 1995
Pojarliev, Momtchil
;
Polasek, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10001537678
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