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Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?
Schoffer, Olaf - 2000
Persistent link: https://www.econbiz.de/10001575009
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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
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Realized volatility and correlation in grain futures markets : testing for spill-over effects
Kim, Jae H.; Doucouliagos, Chris - 2005
Persistent link: https://www.econbiz.de/10003147017
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Strong stationary solutions to equilibrium problems with equilibrium constraints with applications to an electricity spot market model
Henrion, René; Outrata, Jiří; Surowiec, Thomas - 2009
Persistent link: https://www.econbiz.de/10003827942
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Optimierung eines Portfolios mit hydro-thermischem Kraftwerkspark im börslichen Strom- und Gasterminmarkt
Bagemihl, Joachim (contributor) - 2003
Persistent link: https://www.econbiz.de/10001793208
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HY-A-PARCH : a stationary A-PARCH model with long memory
Schoffer, Olaf - 2003
Persistent link: https://www.econbiz.de/10001916069
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Dynamic nonparametric filtering with application to finance
Cheng, Ming-Yen; Fan, Jianqing; Spokojnyj, Vladimir G. - 2003
Persistent link: https://www.econbiz.de/10001790237
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Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan - 2004
Persistent link: https://www.econbiz.de/10002005559
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Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan - 2004
Persistent link: https://www.econbiz.de/10002005584
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Basis convergence and long memory in volatility when dynamic hedging with SPI futures
Dark, Jonathan - 2004
Persistent link: https://www.econbiz.de/10002005599