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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
~isPartOf:"Econometric analysis of financial and economic time series ; part a"
~subject:"ARCH-Modell"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
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Großbritannien
Volatilität
ARCH-Modell
Estimation theory
6
Schätztheorie
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ARCH model
3
Correlation
3
Estimation
3
Korrelation
3
Schätzung
3
Theorie
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Theory
3
Volatility
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Aktienindex
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Statistical distribution
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1928-1987
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Asymptotic mixed normality
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Germany
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Andreou, Elena
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Baur, Dirk
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Dijk, Dick van
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Dufour, Jean-Marie
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Franses, Philip Hans
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Ghysels, Eric
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Hafner, Christian M.
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Kimura, Akitoshi
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Madan, Dilip B.
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Econometric analysis of financial and economic time series ; part a
Handbook of financial time series
8
Application of operations research to financial markets
2
Econometric analysis of financial markets
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Robustness in econometrics
2
Statistical methods in finance
2
Advanced mathematical methods for finance
1
Advances in multiple objective and goal programming : proceedings of the Second International Conference on Multi-Objective Programming and Goal Programming, Torremolinos, Spain, May 16 - 18, 1996
1
Applied quantitative finance
1
Business cycles, indicators, and forecasting
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Econometrics
1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
1
Econometrics of risk
1
Economic dynamics : theory, games and empirical studies
1
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
Encyclopedia of economics research ; Vol. 1
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Essays in honor of Subal Kumbhakar
1
Essays on Random Effects models and GARCH
1
Essays on financial models
1
Essays on financial time series models
1
Financial econometrics and empirical market microstructure
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Global information technology and competitive financial alliances
1
Handbook of research methods and applications in empirical finance
1
Handbook of research on emerging theories, models, and applications of financial econometrics
1
Institutional arrangements for global economic integration
1
Interest rates : term structure models, monetary policy, and prediction
1
Is economics becoming a hard science? : [the book collects the contrib. to a conference "Is economics becoming a hard science?", which was held at the former Ecole Polytechnique in Paris on 29 - 30 Oct., 1992]
1
Konzepte und Erfahrungen der Geldpolitik
1
L'économie devient-elle une science dure?
1
Long memory in economics : with 50 tables
1
Maximum likelihood estimation of misspecified models : twenty years later
1
Models of futures markets
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
Multiple criteria decision making : proceedings of the 12th International Conference, Hagen (Germany)
1
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ECONIS (ZBW)
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Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
Saved in:
2
Estimation of correlation between latent processes
Kimura, Akitoshi
;
Yoshida, Nakahiro
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 131-146)
.
2016
Persistent link: https://www.econbiz.de/10011800345
Saved in:
3
A flexible dynamic correlation model
Baur, Dirk
-
2006
Persistent link: https://www.econbiz.de/10003331350
Saved in:
4
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
5
Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena
;
Ghysels, Eric
-
2006
Persistent link: https://www.econbiz.de/10003331375
Saved in:
6
On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression
Dufour, Jean-Marie
;
Valéry, Pascale
-
2006
Persistent link: https://www.econbiz.de/10003331387
Saved in:
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