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~isPartOf:"Global COE Hi-Stat discussion paper series"
~person:"Andersen, Torben"
~person:"Degiannakis, Stavros"
~person:"Dobrev, Dobrislav"
~person:"Hammoudeh, Shawkat"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
Volatilität
Ölpreis
Volatility
2
ARCH model
1
ARCH-Modell
1
Estimation
1
Estimation theory
1
Modellierung
1
Option trading
1
Optionsgeschäft
1
Risikoprämie
1
Risk premium
1
Schätztheorie
1
Schätzung
1
Scientific modelling
1
Stochastic process
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Andersen, Torben
Degiannakis, Stavros
Dobrev, Dobrislav
Hammoudeh, Shawkat
Yoon, Seong-min
Watanabe, Toshiaki
5
Omori, Yasuhiro
2
Renò, Roberto
2
Ubukata, Masato
2
Yu, Jun
2
Bandi, Federico M.
1
Corsi, Fulvio
1
Fulop, Andras
1
Fusari, Nicola
1
Hansen, Peter Reinhard
1
Ishida, Isao
1
Jacod, Jean
1
Kim, Dukpa
1
Li, Junye
1
Lunde, Asger
1
Masuda, Hiroki
1
Meulemann, Max
1
Morimoto, Takayuki
1
Nakajima, Jouchi
1
Phillips, Peter C. B.
1
Pirino, Davide
1
Podolskij, Mark
1
Schaumburg, Ernst
1
Takahashi, Makoto
1
Todorov, Viktor
1
Uebele, Martin
1
Voev, Valeri
1
Wilfling, Bernd
1
Yamamoto, Yohei
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Global COE Hi-Stat discussion paper series
Energy economics
26
Working paper / National Bureau of Economic Research, Inc.
15
Journal of econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
8
International review of financial analysis
8
CREATES research paper
6
Journal of international financial markets, institutions & money
6
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
5
International review of economics & finance : IREF
5
The energy journal
5
Working papers / Financial Institutions Center
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Finance research letters
4
Working Paper / Bank of Greece
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Working paper
4
Bank of Greece Working Paper
3
Econometric Institute research papers
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic modelling
3
Financial Institutions Center
3
Global finance journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Korea and the world economy
3
Pacific-Basin finance journal
3
Research in international business and finance
3
The Korean economic review
3
Working papers / Federal Reserve Bank of Chicago
3
Applied financial economics
2
Australian economic papers
2
Dae oe gyeong je yeon gu
2
Energy policy
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Foreign exchange markets
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Handbook of financial time series
2
International economic review
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International finance discussion papers
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ECONIS (ZBW)
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
2
Duration-based volatility estimation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003854415
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