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~institution:"Brown University / Department of Economics"
~institution:"Christian-Albrechts-Universität zu Kiel"
~subject:"Volatilität"
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Consistent preordering with an estimated criterion function, with an application to the evaluation and comparison of volatility models
Hansen, Peter Reinhard
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contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752573
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2
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
Saved in:
3
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012940057
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4
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012887751
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