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~subject:"ARCH model"
~type_genre:"Government document"
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ARCH model
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Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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4
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ECONIS (ZBW)
821
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811
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821
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811
Forecasting volatility in the New Zealand stock market
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435277
Saved in:
812
Intervention decisions and exchange rate volatility in a currency band
Mundaca, B. Gabriela
-
1999
Persistent link: https://www.econbiz.de/10001439294
Saved in:
813
Interest rate volatility regimes and exchange rate behavior in a target zone
Avesani, Renzo G.
;
Gallo, Giampiero M.
-
1999
Persistent link: https://www.econbiz.de/10001441355
Saved in:
814
The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1998
Persistent link: https://www.econbiz.de/10001410540
Saved in:
815
Non-linear dependence of returns, volatility and trading volume in currency futures markets
Mahmood, Wan Mansor Wan
-
1998
Persistent link: https://www.econbiz.de/10001397567
Saved in:
816
Common short-term volatility on international stock markets
Knif, Johan
;
Pynnönen, Seppo
-
1998
Persistent link: https://www.econbiz.de/10001543455
Saved in:
817
Value at Risk (VaR) models : a comparative analysis of parametric and non parametric approaches
Ajassa, Giovanni
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001435254
Saved in:
818
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
;
López Marín, José Alberto
-
1997
Persistent link: https://www.econbiz.de/10001380840
Saved in:
819
Models of information, trading and volatility for stock returns
Zhu, Min
-
1996
Persistent link: https://www.econbiz.de/10001387639
Saved in:
820
Die Messung von Risiken in makroökonomischen Variablen
Seppelfricke, Peter
-
1995
Persistent link: https://www.econbiz.de/10000549303
Saved in:
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