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Essays in financial econometrics
Tsiaras, Leonidas - 2010
Persistent link: https://www.econbiz.de/10008697624
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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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Correlation in energy markets
Lange, Nina - 2016 - 1st edition
Persistent link: https://www.econbiz.de/10011823798
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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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Quantitative and empirical analysis of energy markets
Serletis, Apostolos - 2013 - Revised edition
Persistent link: https://www.econbiz.de/10009713274
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Econometric analysis of time-varying volatility in financial markets
Laursen, Bo - 2017
Persistent link: https://www.econbiz.de/10011818415
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Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax - 2018
Persistent link: https://www.econbiz.de/10011818780
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Econometric analysis of spot variances, covariances and correlations
Acosta, Silvana - 2018
Persistent link: https://www.econbiz.de/10011947759
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Essays in financial econometrics
Xiu, Dacheng - 2011
Persistent link: https://www.econbiz.de/10011950727
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Modeling and forecasting implied volatility
Ahoniemi, Katja - 2009
Persistent link: https://www.econbiz.de/10003802181