Robert F. Engle, Eric Ghysels, Bumjean Sohn: Stock Market Volatility and Macroeconomic Fundamentals. In: The Review of Economics and Statistics. Band95, Nr.3, 1. Juli 2013, ISSN0034-6535, S.776–797, doi:10.1162/REST_a_00300 (mit.edu [abgerufen am 9. Februar 2025]).
Christian Conrad, Robert F. Engle: Modelling Volatility Cycles: the (MF)^2 GARCH Model. In: SSRN Electronic Journal. 2021, ISSN1556-5068, doi:10.2139/ssrn.3793571 (ssrn.com [abgerufen am 9. Februar 2025]).
Christian Conrad, Julius Theodor Schoelkopf, Nikoleta Tushteva: Long-Term Volatility Shapes the Stock Market's Sensitivity to News. In: SSRN Electronic Journal. 2023, ISSN1556-5068, doi:10.2139/ssrn.4632733 (ssrn.com [abgerufen am 9. Februar 2025]).
Christian Conrad, Robert F. Engle: Modelling Volatility Cycles: the (MF)^2 GARCH Model. In: SSRN Electronic Journal. 2021, ISSN1556-5068, doi:10.2139/ssrn.3793571 (ssrn.com [abgerufen am 9. Februar 2025]).
Ser-Huang Poon & Clive Granger, Practical Issues in Forecasting Volatility, in: Financial Analysis Journal 61, 2005, S. 45–56; JSTOR:4480636
mit.edu
direct.mit.edu
Robert F. Engle, Eric Ghysels, Bumjean Sohn: Stock Market Volatility and Macroeconomic Fundamentals. In: The Review of Economics and Statistics. Band95, Nr.3, 1. Juli 2013, ISSN0034-6535, S.776–797, doi:10.1162/REST_a_00300 (mit.edu [abgerufen am 9. Februar 2025]).
ssrn.com
papers.ssrn.com
Christian Conrad, Robert F. Engle: Modelling Volatility Cycles: the (MF)^2 GARCH Model. In: SSRN Electronic Journal. 2021, ISSN1556-5068, doi:10.2139/ssrn.3793571 (ssrn.com [abgerufen am 9. Februar 2025]).
Christian Conrad, Robert F. Engle: Modelling Volatility Cycles: the (MF)^2 GARCH Model. In: SSRN Electronic Journal. 2021, ISSN1556-5068, doi:10.2139/ssrn.3793571 (ssrn.com [abgerufen am 9. Februar 2025]).
ssrn.com
Christian Conrad, Julius Theodor Schoelkopf, Nikoleta Tushteva: Long-Term Volatility Shapes the Stock Market's Sensitivity to News. In: SSRN Electronic Journal. 2023, ISSN1556-5068, doi:10.2139/ssrn.4632733 (ssrn.com [abgerufen am 9. Februar 2025]).
zdb-katalog.de
Robert F. Engle, Eric Ghysels, Bumjean Sohn: Stock Market Volatility and Macroeconomic Fundamentals. In: The Review of Economics and Statistics. Band95, Nr.3, 1. Juli 2013, ISSN0034-6535, S.776–797, doi:10.1162/REST_a_00300 (mit.edu [abgerufen am 9. Februar 2025]).
Christian Conrad, Robert F. Engle: Modelling Volatility Cycles: the (MF)^2 GARCH Model. In: SSRN Electronic Journal. 2021, ISSN1556-5068, doi:10.2139/ssrn.3793571 (ssrn.com [abgerufen am 9. Februar 2025]).
Christian Conrad, Julius Theodor Schoelkopf, Nikoleta Tushteva: Long-Term Volatility Shapes the Stock Market's Sensitivity to News. In: SSRN Electronic Journal. 2023, ISSN1556-5068, doi:10.2139/ssrn.4632733 (ssrn.com [abgerufen am 9. Februar 2025]).
Christian Conrad, Robert F. Engle: Modelling Volatility Cycles: the (MF)^2 GARCH Model. In: SSRN Electronic Journal. 2021, ISSN1556-5068, doi:10.2139/ssrn.3793571 (ssrn.com [abgerufen am 9. Februar 2025]).