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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~person:"Walther, Thomas"
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Aktienindex
Volatility
Estimation
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Walther, Thomas
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4
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Finance research letters
International journal of forecasting
Journal of commodity markets
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
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ECONIS (ZBW)
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Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
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2
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data
Klein, Tony
;
Walther, Thomas
- In:
Finance research letters
22
(
2017
),
pp. 274-279
Persistent link: https://www.econbiz.de/10011808179
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