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~accessRights:"free"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Working papers"
~language:"cat"
~language:"eng"
~language:"frm"
~subject:"Australien"
~subject:"Volatilität"
~type:"article"
~type:"book"
~type_genre:"Arbeitspapier"
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Australien
Volatilität
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958
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958
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846
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846
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420
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420
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401
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195
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Creedy, John
10
Dixon, Robert J.
9
Zhou, Hao
9
Freebairn, John William
7
Lim, Guay C.
6
Benavides, Guillermo
5
Billio, Monica
5
Dixon, Robert
5
Griffiths, William E.
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Henry, Ólan Thomas John
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Lloyd, Peter J.
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Ślepaczuk, Robert
5
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4
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4
Campbell, Sean D.
4
Coelli, Michael
4
Gallo, Giampiero M.
4
Hirschberg, Joseph G.
4
Hérault, Nicolas
4
Lye, Jenny N.
4
Olekalns, Nilss
4
Suardi, Sandy
4
Afonso, António
3
Bomfim, Antúlio N.
3
Caporin, Massimiliano
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Chen, Andrew Y.
3
Duangkamon Chotikapanich
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Kalb, Guyonne
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Lacava, Demetrio
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Panagiōtidēs, Theodōros
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3
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2
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2
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ECONIS (ZBW)
216
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1
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014512444
Saved in:
2
Construction and hedging of equity index options portfolios
Wysocki, Maciej
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634884
Saved in:
3
The hybrid forecast of S&P 500 volatility ensembled from VIX, GARCH and LSTM models
Roszyk, Natalia
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634883
Saved in:
4
A note on the determinants of NFTs returns
Panagiōtidēs, Theodōros
;
Papapanagiotou, Georgios
-
2024
Persistent link: https://www.econbiz.de/10014529017
Saved in:
5
A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519167
Saved in:
6
The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
Saved in:
7
European trade & growth imbalances : a analysis using a sign-restriction BayesianGVAR with stochastic volatility
McAdam, Peter
;
Muratidēs, Kōstas
;
Panagiōtidēs, …
-
2023
Persistent link: https://www.econbiz.de/10014313012
Saved in:
8
Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2023
Persistent link: https://www.econbiz.de/10014305848
Saved in:
9
A financial stress index for a small open economy : the Australian case
Gomis-Porqueras, Pedro
;
Ruprecht, Romina
;
Zhou, Xuan
-
2023
-
This version: April 25, 2023
Persistent link: https://www.econbiz.de/10014284247
Saved in:
10
Long-term volatility shapes the stock market’s sensitivity to news
Conrad, Christian
;
Schoelkopf, Julius Theodor
; …
-
2023
Persistent link: https://www.econbiz.de/10014430971
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