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Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E. - 1997
Persistent link: https://www.econbiz.de/10000958387
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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The role of risk in financial markets
Chou, Ray Yeutien - 1995
Persistent link: https://www.econbiz.de/10000965178
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Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M. - 1998
Persistent link: https://www.econbiz.de/10000965598
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000989214
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The ARCH effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
Din, Tarek Mohy el - 1997
Persistent link: https://www.econbiz.de/10000968338
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Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen Aktienmarkt
Kaiser, Thomas - 1997
Persistent link: https://www.econbiz.de/10000971500
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Nonlinear long memory models with applications in finance
Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10001397476
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Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Kömm, Holger - 2016 - 1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
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Model order reduction in parameter identification problems : error estimates and application to implied volatility surfaces
Schneider, Marina - 2015
Persistent link: https://www.econbiz.de/10011532683