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Handbook of financial time series
Andersen, Torben (ed.); Davis, Richard A. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003494231
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Handbook of Economic Forecasting : volume 2, part A
Elliott, Graham - 2013
The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information...
Persistent link: https://www.econbiz.de/10011493543
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Volatility and correlation : the perfect hedger and the fox
Rebonato, Riccardo - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001932788
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Econometrics of financial high-frequency data
Hautsch, Nikolaus - 2012
Persistent link: https://www.econbiz.de/10009382830
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Econometrics of Financial High-Frequency Data
Hautsch, Nikolaus - 2012
driven by technological progress in trading systems and an increasing importance of intraday trading, liquidity risk, optimal …
Persistent link: https://www.econbiz.de/10014015549
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Tools and techniques
Aït-Sahalia, Yacine (ed.); Hansen, Lars Peter (ed.) - 2010
Persistent link: https://www.econbiz.de/10003898678
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Essays on volatility measurement, model combination and asset pricing
Löbb, Joachim - 2006
Persistent link: https://www.econbiz.de/10003407931
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Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications
Ardia, David (contributor) - 2008
This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk … different risk perspectives can select their optimal Value at Risk Bayesian point estimate and documents that the differences …
Persistent link: https://www.econbiz.de/10013520959
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Financial risk management with bayesian estimation of GARCH models : theory and applications
Ardia, David - 2008
Persistent link: https://www.econbiz.de/10013278094
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000668367