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Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon - 2020
Persistent link: https://www.econbiz.de/10012415028
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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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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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Exploring new ways to forecast stock return volatilities
Chen, An-sing - 1994
Persistent link: https://www.econbiz.de/10000915944
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Time series analysis of speculative returns
Ding, Zhuanxin - 1994
Persistent link: https://www.econbiz.de/10000915963
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ADRENALIN : a distributed realtime environment for the intraday analysis of financial markets
Schnidrig, Remo - 1998 - 1. Aufl
Persistent link: https://www.econbiz.de/10000675153