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subject:"Volatilität"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Federal Reserve Bank of New York"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"Federal Reserve System / Division of Research and Statistics"
~isPartOf:"Les cahiers de recherche / HEC Paris"
~subject:"Estimation"
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Volatilität
Estimation
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Ghertman, Michel
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ECONIS (ZBW)
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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000986989
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2
Aggregate labor market fluctuations : the interaction of shocks and frictions
Yashiv, Eran
-
1998
Persistent link: https://www.econbiz.de/10000987960
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3
Risks, returns and opportunities in emerging markets
Alexandre, Xavier
;
Griette, Eric
-
1998
Persistent link: https://www.econbiz.de/10000997031
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4
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
Saved in:
5
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
6
Optimal hedging in a futures market with background noise and basis risk
Briys, Eric
;
Crouhy, Michel
;
Schlesinger, Harris
-
1994
Persistent link: https://www.econbiz.de/10000888572
Saved in:
7
Transaction costs and regulation in high technology industries
Ghertman, Michel
;
Quélin, Bertrand V.
-
1993
Persistent link: https://www.econbiz.de/10000881676
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