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~institution:"Brown University / Department of Economics"
~subject:"Share price"
~subject:"Volatilität"
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Brown University / Department of Economics
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590
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Centre for Analytical Finance <Århus>
19
World Bank
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Choosing the best
volatility
models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
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2
The baby boom and the stock market boom
Lim, Kyung-Mook
(
contributor
);
Weil, David N.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752613
Saved in:
3
Consistent preordering with an estimated criterion function, with an application to the evaluation and comparison of
volatility
models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752573
Saved in:
4
A forecast comparison of
volatility
models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566773
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