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subject:"Welt"
type_genre:"Sammlung"
~institution:"Erasmus Research Institute of Management"
~institution:"Instituto Valenciano de Investigaciones Económicas"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Fallstudie"
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Welt
Volatility
Theorie
140
Theory
140
Mathematical programming
11
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11
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7
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9
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English
11
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León Valle, Ángel Manuel
2
Mahieu, Ronald J.
2
Payá, Ivan
2
Peel, David
2
Tims, Ben
2
Benito, Francisca
1
Bonilla Musoles, María
1
Duffy, John
1
Goeij, Peter de
1
Hallerbach, Winfried G.
1
Hillebrand, Bas
1
Koedijk, Kees
1
Kole, Erik
1
Marco, Paulina
1
Marquering, Wessel A.
1
Nave Pineda, Juan M.
1
Nooteboom, Bart
1
Olmeda, Ignacio
1
Papageorgiou, Chris
1
Perez-Sebastian, Fidel
1
Rubio, Gonzalo
1
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1
Verbeek, Marno
1
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1
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Erasmus Research Institute of Management
Instituto Valenciano de Investigaciones Económicas
Internationaler Währungsfonds / Research Department
21
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12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
11
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10
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8
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Centre for Analytical Finance <Århus>
7
European University Institute / Department of Economics
7
Robert Schuman Centre for Advanced Studies
7
Rodney L. White Center for Financial Research
7
Institute of Finance and Accounting <London>
6
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Internationaler Währungsfonds / Fiscal Affairs Department
5
National Bureau of Economic Research
5
Research Seminar in International Economics
5
Social Systems Research Institute
5
Svenska Handelshögskolan <Helsinki>
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel
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3
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3
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3
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Working papers / Instituto Valenciano de Investigaciones Económicas
7
ERIM report series research in management
6
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ECONIS (ZBW)
13
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1
Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
Saved in:
2
Trust and formal control in interorganizational relationships
Woolthuis, Rosalinde Klein
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639501
Saved in:
3
Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
Saved in:
4
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
Saved in:
5
Nonlinear PPP under the gold standard
Payá, Ivan
(
contributor
);
Peel, David
(
contributor
)
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203895
Saved in:
6
Temporal aggregation of an ESTAR process : some implications for purchasing power parity adjustment
Payá, Ivan
(
contributor
);
Peel, David
(
contributor
)
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203942
Saved in:
7
The effects of systemic crises when investors can be crisis ignorant
Kole, Erik
(
contributor
);
Koedijk, Kees
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002059646
Saved in:
8
Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
Saved in:
9
A range-based multivariate model for exchange rate volatility
Tims, Ben
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765941
Saved in:
10
International portfolio choice : a spanning approach
Tims, Ben
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765947
Saved in:
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