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Volatilitätsschätzung und -prognose mit ARCH- und GARCH-Modellen : eine empirische Analyse des deutschen Aktienmarktes
Islami, Mevlud; Kelmendi, Granit - 2012
Persistent link: https://www.econbiz.de/10011547124
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raunig, Burkhard - 2002
Persistent link: https://www.econbiz.de/10001650402
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Essentials of time series for financial applications
Guidolin, Massimo; Pedio, Manuela - 2018
Intro; Title page; Table of Contents; Copyright; List of Figures; List of Tables; Preface; Chapter 1. Linear Regression Model; Abstract; 1.1 Inference in Linear Regression Models; 1.2 Testing for Violations of the Linear Regression Framework; 1.3 Specifying the Regressors; 1.4 Issues With...
Persistent link: https://www.econbiz.de/10012384956
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Forecasting stock index volatility: comparing implied volatility and the intraday high-low price range
Corrado, Charles Joseph; Truong, Cameron - In: The journal of financial research 30 (2007) 2, pp. 201-215
Persistent link: https://www.econbiz.de/10003484305
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Leverage, excess leverage, and future returns
Caskey, Judson; Hughes, John S.; Liu, Jing - In: Review of accounting studies 17 (2012) 2, pp. 443-471
Persistent link: https://www.econbiz.de/10009573913
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VaR methodology for non-Gaussian finance
Habart-Corlosquet, Marine; Janssen, Jacques; Manca, Raimondo - 2013
Persistent link: https://www.econbiz.de/10011386702
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Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001617180
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Symposium on forecasting and empirical methods in macroeconomics and finance
1999
Persistent link: https://www.econbiz.de/10001437322