8 Titel

• Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing Messow, Philip Elektronische Ressource, [Dortmund] : SFB 823, July 3, 2013

• Locally stationary multiplicative volatility modelling Walsh, Christopher ; Vogt, Michael Elektronische Ressource, [Dortmund] : SFB 823, 2021

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

• Modelling interventions in INGARCH processes Liboschik, Tobias ; Kerschke, Pascal ; Fokianos, Konstantinos ; Fried, Roland Elektronische Ressource, [Dortmund] : SFB 823, 2013

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

• On second order conditions in the multivariate block maxima and peak over threshold method Bücher, Axel ; Volgushev, Stanislav ; Zou, Nan Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, [2018]

• Testing for structural breaks in correlation: Does it improve value-at-risk forecasting? Berens, Tobias ; Weiß, Gregor ; Wied, Dominik Elektronische Ressource, [Dortmund] : SFB 823, 2013

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