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~subject:"Volatilität"
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Volatilität
Theorie
83
Theory
83
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50
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50
Estimation
36
Schätzung
36
Volatility
23
Stochastic process
22
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21
Income hypothesis
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Dauer
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Bayesian inference
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11
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Bayes-Statistik
10
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10
Inflation targeting
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Inflationssteuerung
10
Oil price
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10
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English
23
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Wirjanto, Tony S.
23
Xu, Dinghai
13
Men, Zhongxian
5
Ning, Cathy Q.
5
Huang, Alan Guoming
2
Kolkiewicz, Adam
2
Kolkiewicz, Adam W.
2
Ning, Cathy
2
Rice, Gregory
2
Zhao, Yuqian
2
Chu, Guoqing
1
Ding, Jin
1
Wang, Donghua
1
Zhu, Anyi
1
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Waterloo economic series : working paper
2
Working papers / Ryerson University, Department of Economics
2
Applied economics
1
Finance research letters
1
International journal of financial engineering
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Quantitative finance and economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
23
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1
Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
Journal of banking & finance
52
(
2015
),
pp. 62-76
Persistent link: https://www.econbiz.de/10011377303
Saved in:
2
Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
Saved in:
3
A new variant of estimation approach to asymmetric stochastic volatility model
Men, Zhongxian
;
Wirjanto, Tony S.
- In:
Quantitative finance and economics
2
(
2018
)
2
,
pp. 325-347
Persistent link: https://www.econbiz.de/10012156644
Saved in:
4
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
5
Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
-
2014
Persistent link: https://www.econbiz.de/10011382186
Saved in:
6
Modeling the leverage effect with copulas and realized volatility
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
Finance research letters
5
(
2008
)
4
,
pp. 221-227
Persistent link: https://www.econbiz.de/10003786354
Saved in:
7
An empirical characteristic function approach to VaR under a mixture of normal distribution with time-varying volatility
Xu, Dinghai
;
Wirjanto, Tony S.
-
2008
Persistent link: https://www.econbiz.de/10003975377
Saved in:
8
Modeling asymmetric volatility clusters using Copulas and high frequency data
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
-
2010
Persistent link: https://www.econbiz.de/10003975430
Saved in:
9
Modeling asymmetric volatility clusters using copulas and high frequency data
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
-
2009
Persistent link: https://www.econbiz.de/10008758211
Saved in:
10
Is China's P/E ratio too low? : examining the role of earnings volatility
Huang, Alan Guoming
;
Wirjanto, Tony S.
- In:
Pacific-Basin finance journal
20
(
2012
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10009629179
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