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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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Essays in financial econometrics
Xiu, Dacheng - 2011
Persistent link: https://www.econbiz.de/10011950727
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Stock market volatility and price discovery : three essays on the effect of macroeconomic information
Rangel, Jose Gonzalo - 2006
Persistent link: https://www.econbiz.de/10003965692
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Three essays in international macroeconomics
Tchakarov, Ivan - 2003
Persistent link: https://www.econbiz.de/10003379197
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Three essays on modeling conditional correlation
Sheppard, Kevin - 2004
Persistent link: https://www.econbiz.de/10003550225
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Essays on financial econometrics
Marcucci, Juri - 2005
Persistent link: https://www.econbiz.de/10003384566
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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