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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Zentrum für Europäische Wirtschaftsforschung"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Volatility
31
Volatilität
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Theorie
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Stochastic process
8
Stochastischer Prozess
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1957-2000
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Lunde, Asger
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Löthgren, Mickael
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Centre for Analytical Finance <Århus>
Ekonomiska forskningsinstitutet <Stockholm>
Zentrum für Europäische Wirtschaftsforschung
National Bureau of Economic Research
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Centre for Growth and Business Cycle Research <Manchester>
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Gottfried Wilhelm Leibniz Universität Hannover
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Christian-Albrechts-Universität zu Kiel
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Econometrisch Instituut <Rotterdam>
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Springer Fachmedien Wiesbaden
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Université de Montréal / Département de sciences économiques
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Bundesanstalt für Geowissenschaften und Rohstoffe
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Business Information Centre <Toronto>
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Carleton University / Department of Economics
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Center for Economic Research <Tilburg>
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Centre for International Economic Studies
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Hamburgisches WeltWirtschaftsInstitut
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Institut for Finansiering <Frederiksberg>
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Institute of Finance and Accounting <London>
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International Workshop on Statistics and Finance <1999, Hongkong>
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Internationaler Währungsfonds / Western Hemisphere Department
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Springer International Publishing
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The Wharton Financial Institutions Center
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University of Strathclyde / Department of Economics
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Verlag Dr. Kovač
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Westfälische Wilhelms-Universität Münster
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William Davidson Institute <Ann Arbor, Mich.>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Working paper series in economics and finance
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ECONIS (ZBW)
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A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
2
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
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3
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
4
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
(
ed.
);
Buscher, Herbert S.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001629835
Saved in:
7
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984774
Saved in:
8
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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