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subject:"Volatility"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~person:"Fabozzi, Frank J."
~source:"econis"
~subject:"Share price"
~subject:"Time series analysis"
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Volatility
Share price
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Estimation
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Portfolio selection
2
Portfolio-Management
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Risikomaß
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Fabozzi, Frank J.
Gupta, Rangan
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Boubaker, Heni
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Canarella, Giorgio
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Chevallier, Julien
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Jawadi, Fredj
2
Kaufmann, Sylvia
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Miller, Stephen M.
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Račev, Svetlozar T.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International review of financial analysis
2
Emerging markets review
1
Journal of international money and finance
1
The journal of portfolio management : a publication of Institutional Investor
1
Working paper series in economics
1
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ECONIS (ZBW)
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Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
2
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
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