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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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ARCH model
Capital income
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Ölpreis
Volatility
25
Volatilität
25
Theorie
9
Theory
9
ARCH-Modell
6
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
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Risk
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Spillover effect
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Christiansen, Charlotte
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Dierkes, Maik
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1
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1
Lunde, Asger
1
Myhre Lildholt, Peter
1
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1
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1
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Centre for Analytical Finance <Århus>
Gottfried Wilhelm Leibniz Universität Hannover
National Bureau of Economic Research
117
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
University of Canterbury / Dept. of Economics and Finance
8
Federal Reserve Bank of St. Louis
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Chambre de commerce et d'industrie de Paris
4
Rodney L. White Center for Financial Research
4
Svenska Handelshögskolan <Helsinki>
4
The Wharton Financial Institutions Center
4
Center for Economic Research <Tilburg>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Instituto Valenciano de Investigaciones Económicas
3
Brown University / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Division of Research and Statistics
2
Institute of Finance and Accounting <London>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Massachusetts Institute of Technology / Department of Economics
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New York Stock Exchange
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School of Finance and Business Economics <Perth, Western Australia>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
William Davidson Institute <Ann Arbor, Mich.>
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Berliner Handels- und Frankfurter Bank
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Birkbeck College / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
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ECONIS (ZBW)
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1
Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
Saved in:
2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
3
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
4
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
5
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
6
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
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