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~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
~type_genre:"Sammlung"
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Search: subject_exact:"Volatilität"
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ARCH-Modell
Prognoseverfahren
Volatilität
175
Volatility
174
Theorie
89
Theory
89
USA
54
United States
54
Börsenkurs
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41
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1,340
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1,305
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1,305
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1,251
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87
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36
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31
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Soultanaeva, Albina
2
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Bannouh, Karim
1
Busch, Thomas
1
Christensen, Kim
1
Dierkes, Maik
1
Forró, Zalán
1
Hasseltoft, Henrik
1
Hassler, Uwe
1
Hellström, Jörgen
1
Herwartz, Helmut
1
Jakobsen, Johan Stax
1
Ji, Jiangyu
1
Larson, Marcus
1
Larsson, Ola
1
Laursen, Bo
1
Leschinski, Christian Hendrik
1
Lu, Yinqiu
1
Lux, Thomas
1
Marcucci, Juri
1
Mirone, Giorgio
1
Morales-Arias, Leonardo
1
Nguyen, Duc Binh Benno
1
Prokopczuk, Marcel
1
Rangel, Jose Gonzalo
1
Ruiz, Isabel
1
Sarferaz, Samad
1
Schlaak, Thore
1
Segnon, Mawuli
1
Sheppard, Kevin
1
Sibbertsen, Philipp
1
Souto, Marcos Rietti
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Tchakarov, Ivan
1
Toivonen, Harri
1
Tsiaras, Leonidas
1
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1
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1
Xiu, Dacheng
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Gottfried Wilhelm Leibniz Universität Hannover
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ECON PhD dissertations
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Acta Universitatis Oeconomicae Helsingiensis / A
2
Lund economic studies
2
PhD / Aarhus School of Business
2
PhD thesis / School of Economics and Management, University of Aarhus
2
Umeå economic studies
2
ERIM Ph. D. series research in management / Erasmus Institute of Management
1
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ECONIS (ZBW)
36
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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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2
Measurement, assesment, and forecast of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011947775
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3
Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax
-
2018
Persistent link: https://www.econbiz.de/10011818780
Saved in:
4
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
5
Econometric analysis of time-varying volatility in financial markets
Laursen, Bo
-
2017
Persistent link: https://www.econbiz.de/10011818415
Saved in:
6
Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore
-
2019
Persistent link: https://www.econbiz.de/10012173758
Saved in:
7
Measuring and forecasting financial market volatility using high-frequency data
Bannouh, Karim
-
2013
Persistent link: https://www.econbiz.de/10009707692
Saved in:
8
Three essays in empirical finance
Ji, Jiangyu
-
2017
Persistent link: https://www.econbiz.de/10011741134
Saved in:
9
Back on the map : essays on financial markets in the Baltic States
Soultanaeva, Albina
-
2011
Persistent link: https://www.econbiz.de/10008807364
Saved in:
10
Essays on empirical asset pricing and investor behavior
Westheide, Christian
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2011
Persistent link: https://www.econbiz.de/10009412402
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