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~subject:"Volatilität"
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Volatilität
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León Valle, Ángel Manuel
9
Rubio, Gonzalo
4
Rubia, Antonio
2
Serna, Gregorio
2
Benito, Francisca
1
Dewachter, Hans
1
Fiorentini, Gabriele
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Modelling prices in competitive electricity markets
1
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ECONIS (ZBW)
9
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1
Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
Saved in:
2
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
;
Rubio, Gonzalo
;
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 599-618
Persistent link: https://www.econbiz.de/10003099285
Saved in:
3
Smiling under stochastic volatility
León Valle, Ángel Manuel
;
Rubio, Gonzalo
- In:
Spanish economic review : SER
6
(
2004
)
1
,
pp. 52-75
Persistent link: https://www.econbiz.de/10001969217
Saved in:
4
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
Saved in:
5
Forecasting time-varying covariance matrices in the intradaily spot market of Argentina
León Valle, Ángel Manuel
;
Rubia, Antonio
- In:
Modelling prices in competitive electricity markets
,
(pp. [177]-189)
.
2004
Persistent link: https://www.econbiz.de/10003232789
Saved in:
6
Estimation and empirical performance of Heston's stochastic volatility model : the case of a thinly traded market
Fiorentini, Gabriele
;
León Valle, Ángel Manuel
; …
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001655810
Saved in:
7
Forecasting time-varying covariance matrices in intradaily electricity spot prices
León Valle, Ángel Manuel
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696018
Saved in:
8
Modelling conditional heteroskedasticity : application to the "IBEX-35" stock-return index
León Valle, Ángel Manuel
;
Mora, Juan
- In:
Spanish economic review : SER
1
(
1999
)
3
,
pp. 215-238
Persistent link: https://www.econbiz.de/10001463551
Saved in:
9
The information content of options on the IBEX-35
Dewachter, Hans
- In:
Revista española de economía
13
(
1996
)
2
,
pp. 159-180
Persistent link: https://www.econbiz.de/10001225596
Saved in:
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