5 Treffer für Schlagwort = "GARCH-Prozess"

• Markov-switching GARCH models in finance a unifying framework with an application to the German stock market Reher, Gerrit ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2011

• Are multifractal processes suited to forecasting electricity price volatility? evidence from Australian intraday data Segnon, Mawuli ; Lau, Chi Keung ; Wilfling, Bernd ; Gupta, Rangan Münster : Center for Quantitative Economics, 2017

• The role of emerging economies in the global price formation process of commodities evidence from Brazilian and U.S. markets Bohl, Martin T. ; Gross, Christian ; Souza, Waldemar Münster : Center for Quantitative Economics, 2016

• Short selling constraints and stock returns volatility empirical evidence from the German stock market Bohl, Martin T. ; Reher, Gerrit ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2016

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