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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"ARCH-Modell"
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Discussion papers in economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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26
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Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
2
Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
-
2012
Persistent link: https://www.econbiz.de/10009626036
Saved in:
3
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2010
Persistent link: https://www.econbiz.de/10008662204
Saved in:
4
The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
Saved in:
5
Assessing the relation between equity risk premium and macroeconomic volatilities in the UK
Kizys, Renatas
(
contributor
);
Spencer, Peter D.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003481724
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6
Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686434
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7
Econometric analysis of financial transaction data : pitfalls and opportunities
Hautsch, Nikolaus
-
2001
Persistent link: https://www.econbiz.de/10014378893
Saved in:
8
A GARCH model of inflation and inflation uncertainty with simultaneous feedback
Fountas, Stilianos
;
Karanasos, Menelaos
;
Karanassou, Marika
-
2000
Persistent link: https://www.econbiz.de/10001488602
Saved in:
9
Volatility estimation on the basis of price intensities
Gerhard, Frank
;
Hautsch, Nikolaus
-
1999
Persistent link: https://www.econbiz.de/10001447119
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10
Intersectoral labour reallocation and employment volatility : a Bayesian analysis using a VAR-Garch-M model
Pelloni, Gianluigi
;
Polasek, Wolfgang
-
1999
Persistent link: https://www.econbiz.de/10001434910
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