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The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
El Din, Tarek Mohy - 1997
Persistent link: https://www.econbiz.de/10000623956
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Messung und Prognose von Volatilitäten : am Beispiel des DAX-Index
Sautter, Jörg - 1996 - 1. Aufl
Persistent link: https://www.econbiz.de/10000589055
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Robust nonparametric estimation and prediction in ARCH-related models
Cron, Axel - 1997
Persistent link: https://www.econbiz.de/10000633843
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Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus - 1998
Persistent link: https://www.econbiz.de/10000675119
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Accurate risk and density prediction of asset prices
Steude, Sven Christian (contributor) - 2007
Persistent link: https://www.econbiz.de/10003640144
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A S.A.F.E. approach to risk : saddlepoint approximations in financial econometrics
Broda, Simon A. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003640172
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Essays on realized volatility and jumps
Larson, Marcus - 2008
Persistent link: https://www.econbiz.de/10003758871
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Simulation-based approaches in financial econometrics
Sjölander, Pär - 2007
Persistent link: https://www.econbiz.de/10003738168
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Essays on econometric analysis of price and volatility behavior in asset markets
Zhu, Jie - 2008
Persistent link: https://www.econbiz.de/10003738564