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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"Suntory-Toyota International Centre for Economics and Related Disciplines"
~institution:"University of Canterbury / Dept. of Economics and Finance"
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Volatilität
Zeitreihenanalyse
Estimation
19
Schätzung
19
Volatility
11
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7
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7
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McAleer, Michael
4
Prokopczuk, Marcel
3
Dierkes, Maik
2
Sibbertsen, Philipp
2
Asai, Manabu
1
Bandyopadhyay, Sanghamitra
1
Becker, Janis
1
Białkowski, Je̜drzej
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Caporin, Massimiliano
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Chang, Chia-Lin
1
Chen, Chi-chung
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Cowell, Frank A.
1
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1
Dräger, Lena
1
Etebari, Ahmad
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Ishida, Isao
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Lan Fen Chu
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Oya, Kosuke
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Rea, William
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Reale, Marco
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Roengchai Tansuchat
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Gottfried Wilhelm Leibniz Universität Hannover
Suntory-Toyota International Centre for Economics and Related Disciplines
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
93
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Ekonomiska forskningsinstitutet <Stockholm>
11
Institut für Weltwirtschaft
8
Federal Reserve Bank of St. Louis
4
International Monetary Fund
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Umeå universitet
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Centre for Analytical Finance <Århus>
3
Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Economics
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Kansantaloustieteen Laitos <Tampere>
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Australian National University / Faculty of Economics and Commerce
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Türkiye Cumhuriyet Merkez Bankası
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Umeå Universitet / Institutionen för Nationalekonomi
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Working paper
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Distributional analysis research programme papers
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ECONIS (ZBW)
12
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1
Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
Saved in:
2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
3
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
4
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
Saved in:
5
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
6
Modelling vulnerability in the UK
Bandyopadhyay, Sanghamitra
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428607
Saved in:
7
Income fluctuations, poverty and well-being over time : theory and application to Argentina
Cruces, Guillermo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003050988
Saved in:
8
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
9
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
10
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
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