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~subject:"Volatilität"
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Modelling the absolute returns...
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Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
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2
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
3
Some comments on risk
Granger, C. W. J.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 447-456
Persistent link: https://www.econbiz.de/10001709310
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4
Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin
;
Granger, C. W. J.
-
1994
Persistent link: https://www.econbiz.de/10000892121
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5
Speculation, hedging and commodity price forecasts
Labys, Walter C.
;
Granger, C. W. J.
-
1970
Persistent link: https://www.econbiz.de/10000571163
Saved in:
6
Structural attribution of observed volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
Saved in:
7
Structurally-induced volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
-
2002
Persistent link: https://www.econbiz.de/10001711705
Saved in:
8
Forecasting volatility in financial markets : a review
Poon, Ser-Huang
;
Granger, C. W. J.
- In:
Journal of economic literature
41
(
2003
)
2
,
pp. 478-539
Persistent link: https://www.econbiz.de/10001783912
Saved in:
9
Speculation, hedging and commodity price forecasts
Labys, Walter C.
;
Granger, C. W. J.
-
1970
-
2. print.
Persistent link: https://www.econbiz.de/10014416600
Saved in:
10
Using CARRX models to study factors affecting the volatilities of Asian equity markets
Sin, Chor-yiu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 552-564
Persistent link: https://www.econbiz.de/10010370494
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