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~isPartOf:"Discussion paper series"
~language:"bul"
~language:"eng"
~person:"Dhaene, Geert"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Dividend"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH-Modell
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Volatility
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4
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3
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Dhaene, Geert
McMillan, David G.
Cherchye, Laurens
14
Rock, Bram de
14
Sensier, Marianne
9
Vermeulen, Frederic
8
Osborn, Denise R.
7
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Aw, Bee-yan
2
Blackburn, Keith
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ECONIS (ZBW)
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Mixed-frequency multivariate GARCH
Dhaene, Geert
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707062
Saved in:
2
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707065
Saved in:
3
Sparse multivariate GARCH
Wu, Jianbin
;
Dhaene, Geert
-
2016
Persistent link: https://www.econbiz.de/10011707052
Saved in:
4
Non-ferrous metals price volatility : a component analysis of daily LME settlement price data
McMillan, David G.
;
Speight, Alan E. H.
-
2001
Persistent link: https://www.econbiz.de/10001609654
Saved in:
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