Search Results

  • Showing 1 - 8 results of 8
Refine Results
  1. 1
    Cover Image

    Testing for an omitted multiplicative long-term component in GARCH models by Conrad, Christian (Author) , Schienle, Melanie (Author) ,


    Get full text
    Article (Journal) Online Resource


    Saved in:
  2. 2
    Cover Image

    Three essays on volatility forecasting and forecast evaluation by Kleen, Onno (Author)

    Universitätsbibliothek Heidelberg 2020

    Get full text
    Book/Monograph Thesis Online Resource


    Saved in:
  3. 3
    Cover Image

    Long- and short-term cryptocurrency volatility components: a GARCH-MIDAS analysis by Conrad, Christian (Author) , Custovic, Anessa (Author) , Ghysels, Eric (Author) ,


    Get full text
    Article (Journal) Online Resource


    Saved in:
  4. 4
    Cover Image

    On the statistical properties of multiplicative GARCH models by Conrad, Christian (Author) , Kleen, Onno (Author) ,


    Get full text
    Book/Monograph Working Paper Online Resource


    Saved in:
  5. 5
    Cover Image

    The variance risk premium and fundamental uncertainty by Conrad, Christian (Author) , Stürmer, Karin (Author) ,


    Get full text
    Article (Journal) Online Resource


    Saved in:
  6. 6
    Cover Image

    The variance risk premium and fundamental uncertainty by Conrad, Christian (Author) , Stürmer, Karin (Author) ,


    Get full text
    Article (Journal)


    Saved in:
  7. 7
    Cover Image

    On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets by Conrad, Christian (Author) , Stürmer, Karin (Author) , Rittler, Daniel (Author) ,


    Get full text
    Article (Journal) Online Resource


    Saved in:
  8. 8
    Cover Image

    On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets by Conrad, Christian (Author) , Stürmer, Karin (Author) , Rittler, Daniel (Author) ,


    Get full text
    Article (Journal)


    Saved in:

Search Tools: