- Language
-
Englisch
- Identifier
-
1206811749
Subject
Wirtschaft; ARCH-Prozess; GARCH-Prozess; Exponential smoothing; Zeitreihenanalyse; Volatilität; Nichtlineare Analysis; Schätzung; Wechselkurs; USA; Deutschland; Japan
Contributor
- DOI
-
10.18452/3468
- URN
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
26.01.2023, 1:55 PM CET
Object type
- Monografie
Associated
Other Objects (12)
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Unit Root Tests for Time Series with Level Shifts
The Dynamics of Implied Volatilities: A Common Principal Components Approach
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications
Nonparametric Estimation of Generalized Impulse Response Function
Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
Cointegrating Smooth Transition RegressionsWith Applications to the Asian CurrencyCrisis
Comparison of Unit Root Tests for Time Series with Level Shifts
Statistical inference for time-inhomogeneous volatility models
Unit Root Tests for Time Series with Level Shifts
The Dynamics of Implied Volatilities: A Common Principal Components Approach
On some classes of continuous time series models and their use in financial economics
Die Volatilität von Finanzmarktdaten : theoretische Grundlagen und empirische Analysen von stündlichen Renditezeitreihen und Risikomaßen
Die Volatilität von Finanzmarktdaten : theoretische Grundlagen und empirische Analysen von stündlichen Renditezeitreihen und Risikomaßen
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications
Nonparametric Estimation of Generalized Impulse Response Function
Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
Cointegrating Smooth Transition RegressionsWith Applications to the Asian CurrencyCrisis
Comparison of Unit Root Tests for Time Series with Level Shifts
Statistical inference for time-inhomogeneous volatility models
Unit Root Tests for Time Series with Level Shifts
The Dynamics of Implied Volatilities: A Common Principal Components Approach
On some classes of continuous time series models and their use in financial economics
Die Volatilität von Finanzmarktdaten : theoretische Grundlagen und empirische Analysen von stündlichen Renditezeitreihen und Risikomaßen
Die Volatilität von Finanzmarktdaten : theoretische Grundlagen und empirische Analysen von stündlichen Renditezeitreihen und Risikomaßen
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications