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~subject:"Forecasting model"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Ölpreis"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Volatility"
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Forecasting model
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1
Stock market risk-return inference : an unconditional non-parametric approach
Mikosch, Thomas
;
Starica, Catalin
-
2005
Persistent link: https://www.econbiz.de/10002789961
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2
Modelling the risk and return relation conditional on market volatility and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
-
2004
Persistent link: https://www.econbiz.de/10002121816
Saved in:
3
[Rezension von: Bauwens, Luc, ...,, Econometric modelling of stock market intraday activity]
Vega, Clara
- In:
Journal of economic literature
41
(
2003
)
4
,
pp. 1294-1296
Persistent link: https://www.econbiz.de/10001991034
Saved in:
4
[Rezension von: Mallios, William S., The analysis of sports forecasting: modeling parallels between sports gambling and financial markets]
Malkiel, Burton G.
- In:
Journal of economic literature
39
(
2001
)
3
,
pp. 945-946
Persistent link: https://www.econbiz.de/10001612432
Saved in:
5
Volume and the nonlinear dynamics of stock returns
Hsu, Chiente
-
1998
Persistent link: https://www.econbiz.de/10013278146
Saved in:
6
[Rezension von: Verleger, Philip K., Jr., Adjusting to volatile energy prices]
Mabey, Nick
- In:
The economic journal : the journal of the Royal …
106
(
1996
)
434
,
pp. 251-253
Persistent link: https://www.econbiz.de/10001347672
Saved in:
7
[Rezension von: Taylor, Stephen, Modelling financial time series]
Anderson, Gordon
- In:
The economic journal : the journal of the Royal …
97
(
1987
),
pp. 512-513
Persistent link: https://www.econbiz.de/10001342531
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