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subject:"Economic policy"
subject:"Neue politische Ökonomie"
~isPartOf:"European economic review : EER"
~isPartOf:"Journal of empirical finance"
~person:"Brandt, Michael W."
~person:"Fałdziński, Marcin"
~subject:"Volatilität"
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Economic policy
Neue politische Ökonomie
Volatilität
Theorie
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Theory
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Volatility
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ARCH model
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ARCH-Modell
2
Correlation
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Covariance forecasting
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Dynamic conditional correlation
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Brandt, Michael W.
Fałdziński, Marcin
Baillie, Richard
2
Fiszeder, Piotr
2
Kim, Dongcheol
2
Lansing, Kevin J.
2
Molnár, Peter
2
Persson, Torsten
2
Roeder, Kerstin
2
Tabellini, Guido Enrico
2
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2
Wu, Chongfeng
2
Acemoglu, Daron
1
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1
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European economic review : EER
Journal of empirical finance
Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
2
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
Saved in:
3
Cross-sectional tests of deterministic volatility functions
Brandt, Michael W.
;
Wu, Tao
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 525-550
Persistent link: https://www.econbiz.de/10001712020
Saved in:
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