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Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard - 2015
Persistent link: https://www.econbiz.de/10011433554
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Collected works of Marida Bertocchi
Bertocchi, Marida - 2020
Persistent link: https://www.econbiz.de/10012011769
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GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen - 2018
Persistent link: https://www.econbiz.de/10011994459
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Essays on the impact of sentiment on real estate investments : with a preface of the editors by Prof. Dr. Nico B. Rottke and Prof. Dr. Matthias Thomas
Mathieu, Anna - 2016 - Unchanged reprint
Persistent link: https://www.econbiz.de/10011570093
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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore - 2019
Persistent link: https://www.econbiz.de/10012173758
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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Econometric analysis of time-varying volatility in financial markets
Laursen, Bo - 2017
Persistent link: https://www.econbiz.de/10011818415
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Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax - 2018
Persistent link: https://www.econbiz.de/10011818780
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Econometric analysis of spot variances, covariances and correlations
Acosta, Silvana - 2018
Persistent link: https://www.econbiz.de/10011947759
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Essays in financial econometrics
Xiu, Dacheng - 2011
Persistent link: https://www.econbiz.de/10011950727