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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
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
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
Schmitt, Christian [Author]

Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität

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1999
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
Shimizu, Kenichi [Author]

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

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Wiesbaden: Vieweg + Teubner, 2010

Published in: Vieweg + Teubner research
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
Kaehler, Jürgen [Editor]; Kugler, Peter [Editor]

Econometric analysis of financial markets

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Heidelberg: Physica-Verl., 1994

Published in: Studies in empirical economics
Kivedal, Bjørnar Karlsen [Author]

Applied statistics and econometrics : basic topics and tools with Gretl and R

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Cham: Palgrave Macmillan, [2024]
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.
Engle, Robert F. [Editor]

ARCH : selected readings

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Oxford; New York; Athens; Auckland; Bangkok: Oxford University Press, 1995

Published in: Advanced texts in econometrics
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
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
Edelmann, Ralf [Author]

Volatility of the German stock market : evidence from 1960 - 1994

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Bern; Stuttgart; Wien: Haupt, 2000

Published in: Bank- und finanzwirtschaftliche Forschungen ; 317
Xekalaki, Evdokia [Author]; Degiannakis, Stavros [Author]

ARCH models for financial applications

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Chichester: Wiley, 2010
Bohl, Martin T. [Author]; Siklos, Pierre L. [Author]; Werner, Thomas [Author]

Did the Bundesbank react to stock price movements?

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Frankfurt am Main: Dt. Bundesbank, 2003

Published in: Volkswirtschaftliches Forschungszentrum: Discussion paper ; 2003,14,engl.
Schweimayer, Gerhard [Author]

Risikomanagement mit Makroderivaten auf Basis zeitdiskreter stochastischer Prozesse

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Aachen: Shaker, 2003

Published in: Berichte aus der Betriebswirtschaft
Mihai, Mihnea-Stefan [Author]

Verteilungsmodelle und Risikomaße für Minimalrenditen

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Aachen: Shaker, 2005

Published in: Berichte aus der Volkswirtschaft
Berghoff, Sonja [Author]

Heteroskedastie- und Autokorrelationskonsistente Kovarianzmatrixschätzung im linearen Regressionsmodell

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Lohmar [u.a.]: Eul, 1996

Published in: Reihe Quantitative Ökonomie ; 7400

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