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subject:"Volatilität"
~person:"Jawadi, Fredj"
~person:"Lillo, Fabrizio"
~subject:"Markov-Kette"
~subject:"Share price"
~type_genre:"Aufsatz im Buch"
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Volatilität
Markov-Kette
Share price
Börsenkurs
5
Estimation
5
Schätzung
5
Theorie
4
Theory
4
Aktienmarkt
2
Capital income
2
Kapitaleinkommen
2
Stock market
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Time series analysis
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1
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Jawadi, Fredj
Lillo, Fabrizio
Belke, Ansgar
5
Songsak Sriboonchitta
4
Altay, Erdinç
3
Feng, Yuanhua
3
Gil-Alaña, Luis A.
3
Hamori, Shigeyuki
3
Hautsch, Nikolaus
3
Heiler, Siegfried
3
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3
Härdle, Wolfgang
3
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3
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Möller, Hans Peter
3
Pohlmeier, Winfried
3
Schiereck, Dirk
3
Schlepper, Kathi
3
Schröder, Michael
3
Säfvenblad, Patrik
3
Vicedom, Sebastian
3
Bellalah, Mondher
2
Bode, Eckhardt
2
Bohl, Martin T.
2
Brière, Marie
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Burgues, Alexander
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Chatchai Khiewngamdee
2
Cheffou, Abdoulkarim Idi
2
Chuliá, Helena
2
Clewlow, Les
2
Coenenberg, Adolf Gerhard
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De Grauwe, Paul
2
Ehrhardt, Olaf
2
Federspieler, Christian
2
Gerke, Wolfgang
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Ghabara, Hela
2
Gros, Daniel
2
Gurgul, Henryk
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The complex dynamics of economic interaction : essays in economics and econophysics
2
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Decision making and risk/return optimization in financial economics
1
Financial econometrics and empirical market microstructure
1
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ECONIS (ZBW)
5
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Computing stock price comovements with a three-regime panel smooth transition error correction model
Jawadi, Fredj
;
Chlibi, Souhir
;
Cheffou, Abdoulkarim Idi
-
2019
Persistent link: https://www.econbiz.de/10012000778
Saved in:
2
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
3
How tick size affects the high frequency scaling of stock return distributions
Curato, Gianbiagio
;
Lillo, Fabrizio
- In:
Financial econometrics and empirical market microstructure
,
(pp. 55-76)
.
2015
Persistent link: https://www.econbiz.de/10011326716
Saved in:
4
Modeling the dynamics of a financial index after a crash
Lillo, Fabrizio
;
Mantegna, Rosario N.
- In:
The complex dynamics of economic interaction : essays …
,
(pp. 143-151)
.
2004
Persistent link: https://www.econbiz.de/10002415038
Saved in:
5
Price impact function of a single transaction
Lillo, Fabrizio
;
Farmer, J. Doyne
;
Mantegna, Rosario N.
- In:
The complex dynamics of economic interaction : essays …
,
(pp. 153-160)
.
2004
Persistent link: https://www.econbiz.de/10002415112
Saved in:
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