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Special issue on "Multivariate volatility models"
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003907531
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Essays on long memory time series
Leschinski, Christian Hendrik - 2016
, Zeitreihenanalyse …
Persistent link: https://www.econbiz.de/10011559565
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore - 2019
Persistent link: https://www.econbiz.de/10012173758
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Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999
Chan, Wai-Sum (contributor); Li, Wai Keung (contributor);  … - International Workshop on Statistics and Finance <1999, … - 2000
Persistent link: https://www.econbiz.de/10001490756
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Handbook of volatility models and their applications
Bauwens, Luc (ed.); Hafner, Christian M. (contributor);  … - 2012
The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility … understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a … methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH …
Persistent link: https://www.econbiz.de/10009410416
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Forecasting in the presence of structural breaks and model uncertainty
Rapach, David E. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003731593
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Handbook of financial time series
Andersen, Torben (ed.); Davis, Richard A. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003494231
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Commodity market internationalization and portfolio optimization : an empirical study
Berlia, Neha - 2014
Untersuchung der Volatilitäts-Spillover deuten daraufhin, dass im Falle der Edelmetallmärkte der MCX dominanter ist als der COMEX …. Die Ergebnisse der Untersuchung der Volatilitäts-Spillover legt nahe, dass es einen langfristigen Spillover von ICE zu MCX …
Persistent link: https://www.econbiz.de/10010253922
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The rise of big business
Supple, Barry (ed.) - 1992
Persistent link: https://www.econbiz.de/10000842551