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ECONIS (ZBW)
154
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1
Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence
Rinke, Saskia
-
2017
Information criteria,
nonlinearity
, additive outliers, innovative outliers, change in persistence, outlier detection …
Persistent link: https://www.econbiz.de/10012123316
Saved in:
2
Monetary policy, regulation and volatile markets
Calverley, John
;
Restoy, Fernando
;
Thuesen, Jesper Ulriksen
-
New Trends in Asset Management: Exploring the …
-
2008
and supervisory arrangements adequate when market
volatility
increases and financial institutions come under stress? In …
Persistent link: https://www.econbiz.de/10011705069
Saved in:
3
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
4
Exchange rates, capital flows, and monetary policy in a changing world economy : proceedings of a Conference, Federal Reserve Bank of Dallas, Dallas, Texas, September 14 - 15, 1995
Gruben, William C.
(
ed.
);
Gould, David
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10000626594
Saved in:
5
Statistical methods in finance
Maddala, Gangadharrao S.
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000610528
Saved in:
6
Volatility
: new estimation techniques for pricing derivatives
Jarrow, Robert A.
(
ed.
)
-
1998
Persistent link: https://www.econbiz.de/10000665248
Saved in:
7
Forecasting
volatility
in the financial markets
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000666770
Saved in:
8
Financial market
volatility
: measurement, causes and consequences
1996
Persistent link: https://www.econbiz.de/10000959976
Saved in:
9
Conference on Financial Stability
1993
Persistent link: https://www.econbiz.de/10000960659
Saved in:
10
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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