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subject:"Schätztheorie"
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Diebold, Francis X."
~person:"Dufour, Jean-Marie"
~person:"Franses, Philip Hans"
~subject:"ARCH-Modell"
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Schätztheorie
ARCH-Modell
Theorie
13
Theory
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Diebold, Francis X.
Dufour, Jean-Marie
Franses, Philip Hans
Andersen, Torben
1
Bollerslev, Tim
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Brandt, Michael W.
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Christoffersen, Peter F.
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Report / Econometric Institute, Erasmus University Rotterdam
15
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Cahier / Département de Sciences Économiques, Université de Montréal
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Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
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Handbook of economic forecasting ; Vol. 1
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Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
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2
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
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