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4761
A general
volatility
framework and the generalised historical
volatility
estimator
Bollen, Bernard
-
1998
Persistent link: https://www.econbiz.de/10000995980
Saved in:
4762
International linkages and macroeconomic news effects on interest rate
volatility
: Australia and the US
Kim, Suk-Joong
-
1998
Persistent link: https://www.econbiz.de/10000996626
Saved in:
4763
Structural simultaneous
volatility
systems :
volatility
transmission and spillover effects
Gannon, Gerard L.
-
1997
Persistent link: https://www.econbiz.de/10000964264
Saved in:
4764
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
Saved in:
4765
Additive outliers, garch and forecasting
volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
-
1997
Persistent link: https://www.econbiz.de/10000969033
Saved in:
4766
Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen Aktienmarkt
Kaiser, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000971500
Saved in:
4767
Models of complexity in economics and finance
Brock, William A.
;
Hommes, Cars H.
-
1997
Persistent link: https://www.econbiz.de/10000973851
Saved in:
4768
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1997
Persistent link: https://www.econbiz.de/10000975058
Saved in:
4769
The econometric modelling of financial time series
Mills, Terence C.
-
1994
-
Reprinted
Persistent link: https://www.econbiz.de/10000905318
Saved in:
4770
Modeling long-memory stochastic
volatility
DeLima, Pedro J. F.
;
Breidt, F. Jay
;
Crato, Nuno
-
1994
Persistent link: https://www.econbiz.de/10000908766
Saved in:
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