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Stiglitz, Joseph E.
59
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54
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53
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53
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52
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31
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31
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30
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30
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Meffert, Heribert
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Internet and network economics : 4th international workshop, WINE 2008, Shanghai, China, December 17-20, 2008 ; proceedings
70
Handbook of experimental economics results ; Vol. 1
68
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
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58
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52
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Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings
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Models and measurement of welfare and inequality
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40
Qualitative Marktforschung : Konzepte - Methoden - Analysen
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A handbook of economic anthropology
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Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
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Handbook of financial time series
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Mathematische Methoden der Wirtschaftswissenschaften : Festschrift für Otto Opitz
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Multicriteria analysis : proceedings of the XIth International Conference on MCDM, 1 - 6 August 1994, Coimbra, Portugal ; with 50 tables
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Cahiers d'économie politique : histoire de la pensée et théories
29
The SAGE handbook of organizational institutionalism
29
Current trends in economics : theory and applications; proceedings of the Third International Meeting of the Society for the Advancement of Economic Theory, Antalya, Turkey, June 1997; with 55 tables
28
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51
Portfolio constructions with Bayesian GARCH forecasts
Polasek, Wolfgang
;
Momtchil, M.
- In:
Operations research proceedings 2000 : selected papers …
,
(pp. 119-126)
.
2001
Persistent link: https://www.econbiz.de/10001571447
Saved in:
52
Some new results on GARCH : exact formulas for the moments of the squared errors
Karanasos, Menelaos
- In:
Essays on financial time series models
,
(pp. 39-93)
.
1998
Persistent link: https://www.econbiz.de/10001490631
Saved in:
53
E-Arch model for implied
volatility
term structure of FX options
Zhu, Yingzi
;
Avellaneda, Marco
-
1999
Persistent link: https://www.econbiz.de/10001491262
Saved in:
54
High frequency correlation modelling
Huth, Nicolas
;
Abergel, Frédéric
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 189-202)
.
2011
Persistent link: https://www.econbiz.de/10009349702
Saved in:
55
A Bayesian perspective on mixed GARCH models with jumps
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Lin, Yi-ru
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 141-154)
.
2013
Persistent link: https://www.econbiz.de/10009711157
Saved in:
56
Hashing GARCH : a reassessment of
volatility
forecasting performance
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 227-247)
.
2007
Persistent link: https://www.econbiz.de/10003872943
Saved in:
57
Long memory in stochastic
volatility
Harvey, Andrew C.
- In:
Forecasting volatility in the financial markets
,
(pp. 351-363)
.
2007
Persistent link: https://www.econbiz.de/10003873010
Saved in:
58
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 365-389)
.
2007
Persistent link: https://www.econbiz.de/10003873026
Saved in:
59
Unconditional mean,
volatility
, and the FOURIER-GARCH representation
Pascalau, Razvan
;
Thomann, Christian
;
Gregoriou, Greg N.
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 90-106)
.
2011
Persistent link: https://www.econbiz.de/10008988010
Saved in:
60
Estimation of an EGARCH
volatility
option pricing model using a bacteria foraging optimisation algorithm
Dang, Jing
;
Brabazon, Anthony
;
O'Neill, Michael
; …
- In:
Natural computing in computational finance ; [the …
,
(pp. 109-127)
.
2008
Persistent link: https://www.econbiz.de/10009515172
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