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~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"Federal Reserve Bank of San Francisco"
~institution:"John F. Kennedy School of Government"
~subject:"ARCH model"
~subject:"Schätzung"
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ARCH model
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Econometrisch Instituut <Rotterdam>
Federal Reserve Bank of San Francisco
John F. Kennedy School of Government
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29
Agricultural Land Markets - Efficiency and Regulation
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ECONIS (ZBW)
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A generalized dynamic conditional correlation model for many asset returns
Hafner, Christian M.
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910
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2
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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3
The dynamics of criminal behavior : evidence from weather shocks
Jacob, Brian Aaron
(
contributor
);
Leifgren, Lars
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002634871
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