8 Treffer für Jahr = "2002 - 2017"

• Bayesian semiparametric multivariate stochastic volatility with an application to international volatility co-movements Zaharieva, Martina Danielova ; Trede, Mark ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2017

• Forecasting volatility in cryptocurrency markets Segnon, Mawuli ; Bekiros, Stelios Münster : Center for Quantitative Economics, 2019

• Measurement errors in index trader positions data is the price pressure hypothesis still invalid? Bohl, Martin T. ; Branger, Nicole ; Trede, Mark Münster : Center for Quantitative Economics, 2019

• A new combination approach to reducing forecast errors with an application to volatility forecasting Weigt, Till ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2016

• A new stock-price bubble with stochastically deflating trajectories Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2017

• Periodically collapsing Evans bubbles and stock-price volatility Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2013

• Semi-parametric Bayesian forecasting with an application to stochastic volatility Goessling, Fabian ; Zaharieva, Martina Danielova Münster : Center for Quantitative Economics, 2017

• Volatility transmission in overlapping trading zones Masuhr, Andreas Münster : Center for Quantitative Economics, 2017