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subject:"Volatilität"
type_genre:"Sammlung"
~isPartOf:"Financial econometrics and empirical market microstructure"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Book section"
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Volatilität
Estimation
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Schätzung
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Börsenkurs
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Capital income
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Kapitaleinkommen
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Market microstructure
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Marktmikrostruktur
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Time series analysis
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Volatility
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Chaos theory
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Circulant Embedding Method
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Estimation of parameters
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Estimation theory
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Financial time series
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Microstructure
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Modellierung
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Nichtlineare Dynamik
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Andreev, Nikolay
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Filimonov, Vladimir
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Kutergin, Aleksey
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Lapshin, Victor
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Financial econometrics and empirical market microstructure
Applied quantitative finance
6
Forecasting volatility in the financial markets
5
Handbook of financial time series
4
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
4
The interrelationship between financial and energy markets
3
Berichte aus der Volkswirtschaft
2
Current topics in quantitative finance : with 23 tables
2
Dynamic factor models
2
Dynamic optics in economics : quantitative, experimental and econometric analyses
2
ECON PhD dissertations
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Emerging markets : any lessons for Southeastern Europe? : March 5 and 6, 2007
2
Exchange rate economics : where do we stand?
2
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
2
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
2
Handbook of research on emerging theories, models, and applications of financial econometrics
2
Handbuch Alternative Investments ; Bd. 1
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Long memory in economics : with 50 tables
2
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
2
Revue des livres
2
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
2
Stock returns : cyclicity, prediction and economic consequences
2
The open economy macromodel : past, present and future
2
A statistical equilibrium perspective on corporate profitability
1
Accounting for time-varying and nonlinear relationships in macroeconometric models
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in Management Research : Emerging Challenges and Trends
1
Advances in monetary policy and macroeconomics
1
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
1
Advances in risk management
1
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)]
1
Asset Management : Festschrift für Prof. Dr. rer. nat. Dr. h.c. rer. pol. Klaus Spremann zur Emeritierung
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
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ECONIS (ZBW)
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On the modeling of financial time series
Kutergin, Aleksey
;
Filimonov, Vladimir
- In:
Financial econometrics and empirical market microstructure
,
(pp. 131-151)
.
2015
Persistent link: https://www.econbiz.de/10011326692
Saved in:
2
Evidence of microstructure variables' nonlinear dynamics from noised high-frequency data
Andreev, Nikolay
;
Lapshin, Victor
- In:
Financial econometrics and empirical market microstructure
,
(pp. 13-23)
.
2015
Persistent link: https://www.econbiz.de/10011326759
Saved in:
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