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subject:"Volatilität"
type_genre:"Sammlung"
~person:"Chuliá, Helena"
~person:"Hautsch, Nikolaus"
~subject:"Messung"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Book section"
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Chuliá, Helena
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4
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Applied quantitative finance
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Investigaciones en seguros y gestión del riesgo: RIESGO 2013 : ponencias del V Congreso "RIESGO 2013" ; 17 y 18 de octubre Gran Canaria (España)
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Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
2
European bond markets and macroeconomic news
Abad Romero, Pilar
;
Chuliá, Helena
- In:
Investigaciones en seguros y gestión del riesgo: …
,
(pp. 39-53)
.
2013
Persistent link: https://www.econbiz.de/10010466950
Saved in:
3
Stochastic volatility estimation using Markov chain simulation
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Applied quantitative finance
,
(pp. 249-274)
.
2009
Persistent link: https://www.econbiz.de/10003746411
Saved in:
4
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, Uta
- In:
Applied quantitative finance
,
(pp. 275-293)
.
2009
Persistent link: https://www.econbiz.de/10003746412
Saved in:
5
Large and small cap stocks in Europe : covariance asymmetry, volatility spillovers and beta estimates
Chuliá, Helena
;
Torró, Hipòlit
- In:
Advances in risk management
,
(pp. 327-352)
.
2007
Persistent link: https://www.econbiz.de/10003401630
Saved in:
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