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~subject:"Volatilität"
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Volatilität
Theorie
128
Theory
128
Time series analysis
71
Zeitreihenanalyse
71
Forecasting model
49
Prognoseverfahren
49
Estimation theory
43
Schätztheorie
43
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30
Econometrics
26
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25
United States
25
C. W. J. Granger
16
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16
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16
Economic forecast
14
Wirtschaftsprognose
14
Estimation
13
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13
Schätzung
13
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10
Nichtlineare Regression
10
Nonlinear regression
10
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10
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9
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9
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9
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9
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8
Statistische Methodenlehre
8
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8
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8
Börsenkurs
7
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7
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Robert F. Engle
7
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7
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Granger, C. W. J.
10
Labys, Walter C.
2
Machina, Mark J.
2
Sin, Chor-yiu
2
Ding, Zhuanxin
1
Engle, Robert F.
1
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1
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Discussion paper / Department of Economics, University of California San Diego
3
Heath Lexington Books
1
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Journal of applied econometrics
1
Journal of econometrics
1
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1
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1
Studies in Business, Industry and Technology
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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ECONIS (ZBW)
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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:
2
Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin
;
Granger, C. W. J.
-
1994
Persistent link: https://www.econbiz.de/10000892121
Saved in:
3
Speculation, hedging and commodity price forecasts
Labys, Walter C.
;
Granger, C. W. J.
-
1970
Persistent link: https://www.econbiz.de/10000571163
Saved in:
4
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:
5
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
Saved in:
6
Structurally-induced volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
-
2002
Persistent link: https://www.econbiz.de/10001711705
Saved in:
7
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:
8
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
Saved in:
9
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
-
1999
Persistent link: https://www.econbiz.de/10001395202
Saved in:
10
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:
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