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~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~person:"Fiszeder, Piotr"
~subject:"Börsenkurs"
~subject:"Correlation"
~subject:"Estimation"
~subject:"United States"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
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Fiszeder, Piotr
Kim, Jong-Min
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East European transition and EU enlargement : a quantitative approach ; with 105 tables
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Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
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2
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
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