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~person:"Hassler, Uwe"
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Search: subject:"Volatilität"
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Volatilität
5
Zeitreihenanalyse
5
Theorie
4
Time series analysis
4
Volatility
4
Theory
3
ARCH-Modell
2
Estimation
2
Finanzmarkt
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fractional integration
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C. W. J. Granger
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Robert F. Engle
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Statistical method
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inflation
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Hassler, Uwe
McAleer, Michael
308
Gupta, Rangan
233
Caporale, Guglielmo Maria
178
Bollerslev, Tim
145
Chang, Chia-Lin
116
Diebold, Francis X.
115
Bouri, Elie
109
Pierdzioch, Christian
109
Andersen, Torben
98
Spagnolo, Nicola
98
Aizenman, Joshua
97
Ma, Feng
92
Härdle, Wolfgang
87
Bekaert, Geert
81
Koopman, Siem Jan
80
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Engle, Robert F.
72
Asai, Manabu
71
Todorov, Viktor
68
Buch, Claudia M.
67
McMillan, David G.
67
Caporin, Massimiliano
66
Lux, Thomas
66
Tiwari, Aviral Kumar
66
Chiarella, Carl
64
Kočenda, Evžen
62
Corbet, Shaen
60
Lucey, Brian M.
58
Kang, Sang Hoon
56
Wohar, Mark E.
56
Caballero, Ricardo J.
55
Gil-Alaña, Luis A.
55
Christoffersen, Peter F.
53
Clements, Adam
52
Fernández-Villaverde, Jesús
52
Mensi, Walid
52
Clark, Todd E.
51
Mumtaz, Haroon
51
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Gottfried Wilhelm Leibniz Universität Hannover
1
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Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Wirtschaftsdienst
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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ECONIS (ZBW)
4
EconStor
1
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1
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
2
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
3
Essays on long memory time series
Leschinski, Christian Hendrik
-
2016
Persistent link: https://www.econbiz.de/10011559565
Saved in:
4
Zeitabhängige
Volatilität
und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst
83
(
2003
)
12
,
pp. 811-816
verändert? Wie wird heute
Volatilität
auf Finanzmärkten analysiert? …
Persistent link: https://www.econbiz.de/10010302889
Saved in:
5
Zeitabhängige
Volatilität
und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
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