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type_genre:"Arbeitspapier"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Econometrisch Instituut <Rotterdam>"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Volatilität"
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Volatility
7
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7
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2
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28
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ECONIS (ZBW)
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Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
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2
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
3
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
4
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702113
Saved in:
5
A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H.
-
1997
Persistent link: https://www.econbiz.de/10000959373
Saved in:
6
An examination of the variation in equity market returns and volatility in the Asia Pacific region
Heaney, Richard A.
-
1997
Persistent link: https://www.econbiz.de/10000978403
Saved in:
7
Volatility and openness of emerging markets : some empirical evidence
Hooper, Vincent J.
-
1996
Persistent link: https://www.econbiz.de/10000609582
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