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~institution:"Canada / Mines Branch (1950- )"
~institution:"Federal Reserve Bank of San Francisco"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~type_genre:"Graue Literatur"
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Search: subject:"ARCH model"
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ARCH model
3
ARCH-Modell
3
Forecasting model
3
Prognoseverfahren
3
Volatility
3
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3
Capital income
2
Estimation
2
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1990-1997
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Option pricing theory
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Optionspreistheorie
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Dierkes, Maik
2
Prokopczuk, Marcel
2
García López, José A.
1
Nguyen, Duc Binh Benno
1
Walter, Christian
1
Würsig, Christoph Matthias
1
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Canada / Mines Branch (1950- )
Federal Reserve Bank of San Francisco
Gottfried Wilhelm Leibniz Universität Hannover
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
12
Centre for Analytical Finance <Århus>
10
University of Canterbury / Dept. of Economics and Finance
8
Instituto Valenciano de Investigaciones Económicas
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Economics
3
National Institute of Economic and Social Research
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
2
Federal Reserve Bank of St. Louis
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Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
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1
Banca nazionale del lavoro / Ufficio studi
1
Bank of Canada
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Erasmus Research Institute of Management
1
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1
Konjunkturinstitutet <Stockholm>
1
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1
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1
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1
Nuffield College
1
Robert Schuman Centre for Advanced Studies
1
Rodney L. White Center for Financial Research
1
School of Accounting, Economics and Finance <Geelong>
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School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Finance <Brisbane>
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Springer Fachmedien Wiesbaden
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ECONIS (ZBW)
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Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
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2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
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3
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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