Showing 1 - 10 of 7,426
Persistent link: https://www.econbiz.de/10000965598
Persistent link: https://www.econbiz.de/10000675119
The volatility clustering observed in financial market data implies that large net yield shocks increase the … probability of a higher future volatility during the price formation. Starting from the ARCH models which were suggested by Engle …
Persistent link: https://www.econbiz.de/10002847530
Persistent link: https://www.econbiz.de/10001659873
Semiparametrische Volatilitätsmodelle -- Hochfrequente und Ultra-Hochfrequente Finanzdaten -- Berechnung des Value-at-Risk auf Grundlage parametrischer und semiparametrischer Modelle -- Analyse von Handelswartezeiten -- Glättung der Volatilität von hochfrequenten Finanzdaten in einem...
Persistent link: https://www.econbiz.de/10014018518
Persistent link: https://www.econbiz.de/10011432076
Persistent link: https://www.econbiz.de/10000971500
Persistent link: https://www.econbiz.de/10008935502