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subject:"Geldpolitik"
type_genre:"Arbeitspapier"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Forschungsinstitut zur Zukunft der Arbeit"
~institution:"Internationaler Währungsfonds / European Department <2>"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"1990-1996"
~subject:"Adverse selection"
~subject:"Volatility"
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Geldpolitik
1990-1996
Adverse selection
Volatility
Estimation
9
Schätzung
9
Theorie
7
Theory
7
ARCH model
2
ARCH-Modell
2
Preistheorie
2
Price theory
2
Securities trading
2
Time series analysis
2
USA
2
United States
2
Volatilität
2
Wertpapierhandel
2
Zeitreihenanalyse
2
1871-2000
1
1919-1999
1
Adverse Selektion
1
Bid-ask spread
1
Bubbles
1
CAPM
1
Cointegration
1
Core
1
Correlation
1
Currency option
1
Devisenoption
1
Einheitswurzeltest
1
Exchange rate
1
Forecast
1
Forecasting model
1
Geld-Brief-Spanne
1
Großbritannien
1
Heteroscedasticity
1
Heteroskedastizität
1
Interest rate
1
Kointegration
1
Korrelation
1
Martingal
1
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Arbeitspapier
Graue Literatur
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Working Paper
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English
3
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Christiansen, Charlotte
1
Myhre Lildholt, Peter
1
Tanggaard, Carsten
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Institution
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Centre for Analytical Finance <Århus>
Forschungsinstitut zur Zukunft der Arbeit
Internationaler Währungsfonds / European Department <2>
Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion paper series / IZA
6
IMF working paper
2
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ECONIS (ZBW)
3
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Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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2
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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