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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Volatility
31
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Theorie
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Härdle, Wolfgang
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7
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3
Hafner, Christian M.
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Spokojnyj, Vladimir G.
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
NBER working paper series
692
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
614
Finance research letters
605
NBER Working Paper
595
Discussion paper series / IZA
586
MPRA Paper
447
Applied economics
440
International review of financial analysis
426
Journal of banking & finance
397
International review of economics & finance : IREF
389
The journal of futures markets
372
Economic modelling
364
Discussion paper / Centre for Economic Policy Research
361
Working paper
347
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Economics letters
302
Applied economics letters
293
CESifo working papers
291
IZA Discussion Paper
272
Journal of empirical finance
272
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
244
Discussion paper / Tinbergen Institute
240
Journal of international money and finance
232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
191
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
180
Physica A: Statistical Mechanics and its Applications
174
International Journal of Energy Economics and Policy : IJEEP
167
Journal of economic dynamics & control
167
IMF working papers
164
The European journal of finance
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ECONIS (ZBW)
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31
Structural analysis of portfolio risk using beta impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992252
Saved in:
32
Employment shocks, wages and mobility : some selected comparisons between Western Germany and the United States
Mertens, Antje
-
1998
Persistent link: https://www.econbiz.de/10000992327
Saved in:
33
A note on stochastic
volatility
, GARCH models, and hyperbolic distributions
Jaschke, Stefan R.
-
1998
Persistent link: https://www.econbiz.de/10000992329
Saved in:
34
Multivariate
volatility
analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
35
Flexible stochastic
volatility
structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
36
Modeling the Deutsche Telekom IPO using a new ACD specification : an application of the Burr-ACD model using high frequency Ibis data
Grammig, Joachim
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000992448
Saved in:
37
Volatility
estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
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