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Brännäs, Kurt [Author] ; Nordman, Niklas [Other]

An alternative conditional asymmetry specification for stock returns

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Munich: Univ., Center for Economic Studies, 2001

Published in: CESifo GmbH: CESifo working papers ; 448
Gouriéroux, Christian [Author]

ARCH models and financial applications

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New York; Berlin; Heidelberg [u.a.]: Springer, 1997

Published in: Springer series in statistics
Wagner, Niklas [Author]

A market model with time-varying moments and results on Neuer Markt stock returns

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Dresden: Technische Universität, Fakultät Wirtschaftswissenschaften, 2001

Published in: Dresdner Beiträge zur Betriebswirtschaftslehre ; 2001,53
Gonçalves, Sílvia [Author]; Kilian, Lutz [Author]

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

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Frankfurt am Main: Dt. Bundesbank, 2002

Published in: Volkswirtschaftliches Forschungszentrum: Discussion paper ; 2002,26,engl.
Hafner, Christian M. [Author]

Nonlinear time series analysis with applications to foreign exchange rate volatility

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Heidelberg [u.a.]: Physica-Verl., 1998

Published in: Contributions to economics
Brechtmann, Markus [Author]

Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie

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München: Utz, Wiss., 1998

Published in: Wirtschafts- und Sozialwissenschaften
Maercker, Gisela [Author]

Statistical inference in conditional heteroskedastic autoregressive models - [Als Ms. gedr.]

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Aachen: Shaker, 1997

Published in: Berichte aus der Mathematik
Schmitt, Christian [Author]

Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität

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1999
Shimizu, Kenichi [Author]

Bootstrapping stationary ARMA-GARCH models - [1. ed.]

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Wiesbaden: Vieweg + Teubner, 2010

Published in: Vieweg + Teubner research
Hoti, Suhejla [Author]; McAleer, Michael [Author]

Modelling the riskiness in country risk ratings - [1. ed.]

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Amsterdam; Heidelberg: Elsevier, c 2005

Published in: Contributions to economic analysis ; 273
Jobst, Andreas [Author]

European securitisation : a GARCH model of CDO, MBS and Pfandbrief Spreads

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Frankfurt am Main: Johann-Wolfgang-Goethe-Univ., Fachbereich Wirtschaftswiss., 2003

Published in: Goethe-Universität Frankfurt am Main: Working paper series / Finance and accounting ; 121
Chorro, Christophe [Author]; Guégan, Dominique [Author]; Ielpo, Florian [Author]

A time series approach to option pricing : models, methods and empirical performances

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Berlin; Heidelberg [u.a.]: Springer, 2015
Schmitt, Christian [Author]

Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität - [1. Aufl.]

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Baden-Baden: Nomos-Verl.-Ges., 2000

Published in: Zentrum für Europäische Wirtschaftsforschung: ZEW-Wirtschaftsanalysen ; 5200
Xekalaki, Evdokia [Author]; Degiannakis, Stavros [Author]

ARCH models for financial applications

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Chichester: Wiley, 2010
Grottke, Martin [Author]

Die t-Verteilung und ihre Verallgemeinerungen als Modell für Finanzmarktdaten

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Lohmar; Köln: Eul, 2002

Published in: Reihe Quantitative Ökonomie ; 12200
Schmidt, Michael [Author]

Modellierung von Kapitalmarktvolatilität mittels fehlspezifizierter GARCH(p,q)-Prozesse

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Lohmar; Köln: Eul, 2000

Published in: Reihe Quantitative Ökonomie ; 105
Račev, Svetlozar T. [Author]; Mittnik, Stefan [Author]

Stable paretian models in finance

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Chichester; Weinheim [u.a.]: Wiley, 2000

Published in: Series in financial economics and quantitative analysis
Engle, Robert F. [Author]

Anticipating correlations : a new paradigm for risk management

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Princeton; Oxford: Princeton University Press, c 2009

Published in: The econometrics institute lectures
Kost, Stefan [Author]

Dynamically generated multi-modal application interfaces

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2006
Straumann, Daniel [Author]

Estimation in conditionally heteroscedastic time series models

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Berlin; Heidelberg: Springer, 2005

Published in: Lecture notes in statistics ; 181

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