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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"Time series analysis"
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Time series analysis
Volatility
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Centre for Analytical Finance <Århus>
Gottfried Wilhelm Leibniz Universität Hannover
National Bureau of Economic Research
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Growth and Business Cycle Research <Manchester>
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Ekonomiska forskningsinstitutet <Stockholm>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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International Workshop on Statistics and Finance <1999, Hongkong>
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Essays on long memory time series
Leschinski, Christian Hendrik
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2016
Persistent link: https://www.econbiz.de/10011559565
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2
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
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3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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4
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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5
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
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6
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
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