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~institution:"Centre for Analytical Finance <Århus>"
~subject:"ARCH model"
~subject:"Business cycle"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
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ARCH model
Business cycle
Volatility
16
Volatilität
16
Theorie
7
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Option pricing theory
5
Optionspreistheorie
5
ARCH-Modell
4
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Christiansen, Charlotte
2
Hansen, Peter Reinhard
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Growth and Business Cycle Research <Manchester>
4
University of Canterbury / Dept. of Economics and Finance
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Brown University / Department of Economics
2
Federal Reserve Bank of San Francisco
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Instituto Valenciano de Investigaciones Económicas
2
National Bureau of Economic Research
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
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1
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1
Boston College / Department of Economics
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Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Deutsches Institut für Wirtschaftsforschung
1
Econometrisch Instituut <Rotterdam>
1
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1
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1
Institutet för Internationell Ekonomi <Stockholm>
1
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Leibniz-Institut für Wirtschaftsforschung Halle
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
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1
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1
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1
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1
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1
University of Strathclyde / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
2
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:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
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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