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The ARCH effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
Din, Tarek Mohy el - 1997
Persistent link: https://www.econbiz.de/10000968338
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Additive outliers, garch and forecasting volatility
Franses, Philip Hans; Ghijsels, Hendrik - 1997
Persistent link: https://www.econbiz.de/10000969033
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Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen Aktienmarkt
Kaiser, Thomas - 1997
Persistent link: https://www.econbiz.de/10000971500
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Models of complexity in economics and finance
Brock, William A.; Hommes, Cars H. - 1997
Persistent link: https://www.econbiz.de/10000973851
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000975058
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Volatility
Andersen, Torben - 1992
Persistent link: https://www.econbiz.de/10000914157
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Posterior analysis of stochastic volatility models with flexible tails
Steel, Mark F. J. - 1995
Persistent link: https://www.econbiz.de/10000915413
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Exploring new ways to forecast stock return volatilities
Chen, An-sing - 1994
Persistent link: https://www.econbiz.de/10000915944
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Time series analysis of speculative returns
Ding, Zhuanxin - 1994
Persistent link: https://www.econbiz.de/10000915963
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972