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~person:"Härdle, Wolfgang"
~person:"Lux, Thomas"
~person:"Tiwari, Aviral Kumar"
~person:"Todorov, Viktor"
~person:"Yoon, Seong-min"
~subject:"Germany"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stochastischer Prozess"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"World"
~subject:"Ölpreis"
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ECONIS (ZBW)
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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:
212
The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange
Lux, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000962112
Saved in:
213
The limiting extremal behaviour of speculative returns : an analysis of intra daily data from the Frankfurt stock exchange
Lux, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000637403
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214
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
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