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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops"
~person:"Bollerslev, Tim"
~person:"Hendry, David F."
~person:"Härdle, Wolfgang"
~person:"Stambaugh, Robert F."
~subject:"Volatilität"
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Bollerslev, Tim
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
SFB 649 discussion paper
30
NBER working paper series
15
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
NBER Working Paper
14
Journal of econometrics
9
Discussion papers of interdisciplinary research project 373
7
Universitext
7
Department of Economics discussion paper series / University of Oxford
6
International journal of forecasting
6
The journal of finance : the journal of the American Finance Association
6
Working papers / Rodney L. White Center for Financial Research
6
Rodney L. White Center for Financial Research
5
CORE discussion paper : DP
4
ERID working paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
Working papers / Financial Institutions Center
4
CFS working paper series
3
CREATES research paper
3
Journal of financial economics
3
NBER technical working paper series
3
Technical working paper / National Bureau of Economic Research
3
Working paper series / Center for Research in Security Prices
3
Applied quantitative finance
2
Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / Centre for Economic Policy Research
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Econometric reviews
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Economics discussion papers
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Finance and economics discussion series
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Financial Institutions Center
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International economic review
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International statistical review : a journal of the International Statistical Institute and its associations
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Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of political economy
2
The review of economics and statistics
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Working paper
2
A Century of economics : 100 years of the Royal Economic Society and the Economic Journal
1
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Zinsprognose mit univariater nichtparametrischer Zeitreihenanalyse
Härdle, Wolfgang
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 329-333)
.
1996
Persistent link: https://www.econbiz.de/10001318059
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A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
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