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subject:"Volatilität"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Financial Options Research Centre"
~institution:"School of Accounting, Finance and Economics <Perth, Western Australia>"
~type_genre:"Working Paper"
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Volatilität
Estimation
32
Schätzung
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Theorie
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Großbritannien
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Birkbeck College / Department of Economics
Centre for Analytical Finance <Århus>
Financial Options Research Centre
School of Accounting, Finance and Economics <Perth, Western Australia>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
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Chambre de commerce et d'industrie de Paris
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International Monetary Fund
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Multivariate GARCH modelling of volatility and comovements in Asia Pacific markets
Chandra, M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001770496
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2
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
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