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~subject:"ARCH model"
~subject:"Volatility"
~subject:"Welt"
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Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax
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2018
Persistent link: https://www.econbiz.de/10011818780
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2
Econometric analysis of spot variances, covariances and correlations
Acosta, Silvana
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2018
Persistent link: https://www.econbiz.de/10011947759
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3
Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr
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2018
Persistent link: https://www.econbiz.de/10012002196
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4
Conditional variance modeling of financial time series : essays on advances and applications to commodity and foreign exchange markets
Klein, Tony
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2017
Persistent link: https://www.econbiz.de/10011875561
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5
Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
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2015
Persistent link: https://www.econbiz.de/10011433554
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6
Multifractal models, intertrade durations and return volatility
Segnon, Mawuli
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2015
Persistent link: https://www.econbiz.de/10011299266
Saved in:
7
Essays in financial econometrics
Xiu, Dacheng
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2011
Persistent link: https://www.econbiz.de/10011950727
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