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~subject:"ARCH-Modell"
~subject:"Bubbles"
~subject:"Portfolio selection"
~subject:"Risk"
~subject:"Theorie"
~type_genre:"Bibliografie enthalten"
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ARCH-Modell
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Volatilität
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ECONIS (ZBW)
46
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1
Irrational exuberance
Shiller, Robert J.
-
2015
-
3. ed., rev. and expanded
Persistent link: https://www.econbiz.de/10010463969
Saved in:
2
Inside volatility filtering : the secrets of skewness
Javaheri, Alireza
-
2015
-
2. ed.
Persistent link: https://www.econbiz.de/10011347625
Saved in:
3
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
-
2011
Persistent link: https://www.econbiz.de/10009716088
Saved in:
4
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
- In:
Financial markets and the global recession
,
(pp. 103-159)
.
2010
Persistent link: https://www.econbiz.de/10009614252
Saved in:
5
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
6
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
7
Asset price dynamics, volatility, and prediction
Taylor, Stephen J.
;
Taylor, Stephen
-
2005
Persistent link: https://www.econbiz.de/10002746484
Saved in:
8
Irrational exuberance
Shiller, Robert J.
-
2005
-
2. ed.
Persistent link: https://www.econbiz.de/10002365229
Saved in:
9
Inside volatility arbitrage : the secrets of skewness
Javaheri, Alireza
-
2005
Persistent link: https://www.econbiz.de/10013490205
Saved in:
10
The first crash : lessons from the South Sea Bubble
Dale, Richard
-
2004
Persistent link: https://www.econbiz.de/10001911845
Saved in:
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