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Exogenous variables in dynamic conditional correlation models for financial markets
Schopen, Jan-Hendrik - 2012
Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this …
Persistent link: https://www.econbiz.de/10009698136
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The predictability of German stock returns
Klähn, Judith - 2000
Persistent link: https://www.econbiz.de/10001476569
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The pareto stable distribution as a hypothesis for returns of stocks listed in the DAX
Höchstötter, Markus - 2006
Persistent link: https://www.econbiz.de/10003354675
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Essays on realized volatility and jumps
Larson, Marcus - 2008
Persistent link: https://www.econbiz.de/10003758871
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland - 2018
Persistent link: https://www.econbiz.de/10012197752
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Elements of volatility at high frequency
Vuorenmaa, Tommi A. - 2008
Persistent link: https://www.econbiz.de/10003752381
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Time-varying parameter models for discrete valued time series
Lit, Rutger - 2016
Persistent link: https://www.econbiz.de/10011415304
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Essays on multivariate modelling of financial markets using copula and sentiment networks
Tetereva, Anastasija - 2018
Persistent link: https://www.econbiz.de/10011965123
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Modeling and forecasting the co-movement of international yield curve drivers
Sprincenatu, Maria - 2019
Persistent link: https://www.econbiz.de/10012172917
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873