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subject:"Exchange rate"
subject:"Volatilität"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Volatilität
Estimation theory
103
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Bauwens, Luc
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2
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
2
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
3
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
4
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
5
Inferring volatility persistence from option implied volatility
Li, Kai
-
2001
Persistent link: https://www.econbiz.de/10001554378
Saved in:
6
The empirical performance of alternative extreme value volatility estimators
Li, Kai
;
Weinbaum, David
-
2000
Persistent link: https://www.econbiz.de/10001554385
Saved in:
7
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
8
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
9
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
10
Forecasting volatility using historical data
Figlewski, Stephen
-
1994
Persistent link: https://www.econbiz.de/10000952027
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