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~institution:"Center for Economic Research <Tilburg>"
~institution:"The Wharton Financial Institutions Center"
~subject:"ARCH model"
~subject:"United States"
~type_genre:"Graue Literatur"
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ARCH model
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Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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2
Volatility spillover effects in European equity markets
Baele, Lieven
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001870724
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3
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
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4
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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5
The economic value of predicting stock index returns and volatility
Marquering, Wessel A.
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001528578
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