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Moving Averages, Effizienzmarkthypothese und Finanzmärkte : eine modelltheoretische und empirische Betrachtung
Tröndle, Markus
-
2011
Persistent link: https://www.econbiz.de/10009232628
Saved in:
2
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
-
2019
vector autoregressive (GVAR) specification with drifting coefficients and factor stochastic
volatility
in the errors to model …
Persistent link: https://www.econbiz.de/10012052678
Saved in:
3
Density forecasting using Bayesian global vector autoregressions with stochastic
volatility
Huber, Florian
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
Saved in:
4
Real options valuation : the importance of stochastic process choice in commodity price modelling
Schöne, Max
-
2015
-
Aufl. 2015
Persistent link: https://www.econbiz.de/10010419770
Saved in:
5
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Saved in:
6
Global macroeconomic uncertainty
Berger, Tino
;
Grabert, Sibylle
;
Kempa, Bernd
- In:
Journal of macroeconomics
53
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011753426
Saved in:
7
Long term forecasts of
volatility
in the market for crude oil : do futures prices offer any clues?
Brochu, Stephen M.
-
2002
Persistent link: https://www.econbiz.de/10001875427
Saved in:
8
Economic foundation of asset price processes : with 1 table
Lüders, Erik
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001847263
Saved in:
9
Essays on stochastic
volatility
Nossman, Marcus
-
2009
Persistent link: https://www.econbiz.de/10003837367
Saved in:
10
Modelling dynamic portfolio risk using risk drivers of elliptical processes
Schmidt, Rafael
;
Schmieder, Christian
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 229-244
Persistent link: https://www.econbiz.de/10009517641
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