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ECONIS (ZBW)
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21
Volatility
and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
Saved in:
22
Exchange rates : policies, effects and fluctuations
Perkins, Natalie B.
(
ed.
)
-
2011
Persistent link: https://www.econbiz.de/10009419420
Saved in:
23
Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten
Alexander, Volbert
(
contributor
);
Baltensperger, Ernst
(
ed.
)
-
1998
Persistent link: https://www.econbiz.de/10013280903
Saved in:
24
Time series in high dimensions : the general dynamic factor model
Hallin, Marc
(
ed.
);
Lippi, Marco
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012002347
Saved in:
25
Stochastic
volatility
: selected readings
Shephard, Neil G.
(
contributor
);
Shephard, Neil
(
ed.
)
-
2005
Persistent link: https://www.econbiz.de/10001718768
Saved in:
26
Quantitative methods for economics and finance
Trinidad Segovia, Juan Evangelista
(
ed.
); …
-
2021
mathematics plays a significant role. The book gathers 19 papers on topics such as
volatility
clusters and
volatility
dynamic …
Persistent link: https://www.econbiz.de/10012586869
Saved in:
27
Stochastic
volatility
: selected readings
Shephard, Neil
(
contributor
)
-
2005
financial
volatility
. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in …
Persistent link: https://www.econbiz.de/10012685317
Saved in:
28
Essays on spurious long memory time series
Busch, Marie Theres
-
2018
Persistent link: https://www.econbiz.de/10012240530
Saved in:
29
Dependence in macroeconomic variables: Assessing instantaneous and persistent relations between and within time series
Maxand, Simone
-
2017
The present thesis comprises two rather independent chapters. In general, the diagnosis and quantification of dependence is a major aim of econometric studies. Along these lines, the concept of dependence serves as an encompassing framework to analyze time series with two very different...
Persistent link: https://www.econbiz.de/10012799255
Saved in:
30
Three essays on model selection in time series econometrics : model averaging, causal graphs, and structural identification
Aka, Niels Mariano
-
2021
Persistent link: https://www.econbiz.de/10013175078
Saved in:
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