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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Artis, Michael J."
~person:"Chang, Chia-Lin"
~person:"Döpke, Jörg"
~person:"Engle, Robert F."
~person:"Pesaran, M. Hashem"
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Modellierung"
~subject:"Theorie"
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EU-Staaten
Volatility
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Artis, Michael J.
Chang, Chia-Lin
Döpke, Jörg
Engle, Robert F.
Pesaran, M. Hashem
Granger, C. W. J.
5
Timmermann, Allan
4
Carson, Richard T.
2
Kane, Alex
2
Lee, Gary G. J.
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Noh, Jaesun
2
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1
Deb, Partha
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1
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1
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1
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Gallo, Giampiero M.
1
Haldrup, Niels
1
Hamilton, James D.
1
Huang, Bwo-nung
1
Hyung, Namwon
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Itō, Takatoshi
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Jeon, Yongil
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Kanninen, Barbara J.
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Lubrano, Michel
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MacKinnon, James G.
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Manganelli, Simone
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1
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
2
Model instability and choice of observation window
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001412208
Saved in:
3
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
4
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
5
GARCH gamma
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1995
Persistent link: https://www.econbiz.de/10000915837
Saved in:
6
Estimating diffusion models of stochastic volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1995
Persistent link: https://www.econbiz.de/10000930719
Saved in:
7
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
8
Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
9
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
Saved in:
10
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
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