Volatility of stock market indices : an analysis based on SEMIFAR models
Year of publication: |
1999
|
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Authors: | Beran, Jan ; Ocker, Dirk |
Publisher: |
Konstanz |
Subject: | Aktienindex | Volatilität |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | 17, [8] S. : graph. Darst. |
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Series: | Discussion paper series / CoFE. - Konstanz : Universität Konstanz. - Vol. 99,14 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
Source: |
-
Indexveränderungen und ihre Auswirkungen auf Kapitalmärkte und Unternehmen
Bettscheider, Patrick R., (2003)
-
Jockusch, Arne, (2002)
-
Implizite Volatilitäten am Aktien- und Optionsmarkt
Dartsch, Andreas, (1999)
- More ...
-
Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
Beran, Jan, (2000)
-
Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models
Beran, Jan, (1999)
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Beran, Jan, (1999)
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