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subject:"Prognoseverfahren"
~person:"Härdle, Wolfgang"
~subject:"Germany"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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Prognoseverfahren
Germany
Volatilität
Estimation
60
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Volatility
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Time series analysis
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Härdle, Wolfgang
Wagner, Joachim
138
Schnabel, Claus
77
Riphahn, Regina T.
55
McAleer, Michael
54
Bauer, Thomas K.
53
Fitzenberger, Bernd
53
Kaiser, Ulrich
50
Marcellino, Massimiliano
44
Fritsch, Michael
43
Belke, Ansgar
42
Schmidt, Christoph M.
41
Zimmermann, Klaus F.
41
Schank, Thorsten
40
Buch, Claudia M.
38
Döpke, Jörg
38
Pierdzioch, Christian
38
Caporale, Guglielmo Maria
37
Puhani, Patrick A.
37
Wagner, Gert G.
32
Hautsch, Nikolaus
31
Merz, Joachim
31
Lechner, Michael
30
Pfeiffer, Friedhelm
30
Addison, John T.
29
Constant, Amelie
29
Czarnitzki, Dirk
29
Frondel, Manuel
29
Goerke, Laszlo
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Herwartz, Helmut
29
Steiner, Viktor
29
Gupta, Rangan
28
Pannenberg, Markus
28
Winkelmann, Rainer
28
Biewen, Martin
27
Dustmann, Christian
27
Schwarze, Johannes
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Caliendo, Marco
26
Fritsche, Ulrich
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Bellmann, Lutz
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
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CFS working paper series
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ECONIS (ZBW)
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Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
42
Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang
;
Schmidt, Peter
-
2000
Persistent link: https://www.econbiz.de/10001555314
Saved in:
43
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter
(
contributor
);
Härdle, Wolfgang
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001413436
Saved in:
44
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
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