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~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~institution:"University of Exeter / Department of Economics"
~subject:"Stochastic process"
~subject:"Volatilität"
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Stochastic process
Volatilität
Theorie
178
Theory
178
Estimation theory
23
Schätztheorie
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Deutschland
14
Germany
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Risiko
14
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Roth, Randolf
2
Abadir, Karim Maher
1
Bulkley, George
1
Christodoulakis, George A.
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Hadri, Kaddour
1
Harris, Richard D. F.
1
Huschens, Stefan
1
Karmann, Alexander
1
Kurz-Kim, Jeong-Ryeol
1
Locarek-Junge, Hermann
1
Makrēs, Miltiadēs
1
Psaradakis, Zacharias G.
1
Satchell, Stephen
1
Tzavalis, Elias
1
Whittaker, J.
1
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
University of Exeter / Department of Economics
National Bureau of Economic Research
281
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
70
Centre for Analytical Finance <Århus>
24
Ekonomiska forskningsinstitutet <Stockholm>
13
European University Institute / Department of Economics
12
Springer Fachmedien Wiesbaden
12
Econometrisch Instituut <Rotterdam>
8
Rodney L. White Center for Financial Research
8
Erasmus Research Institute of Management
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Federal Reserve Bank of St. Louis
7
University of Canterbury / Dept. of Economics and Finance
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Internationaler Währungsfonds / Research Department
6
Judge Institute of Management Studies
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
6
Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
Queen Mary College / Department of Economics
5
The Wharton Financial Institutions Center
5
Australian National University / Faculty of Economics and Commerce
4
Centre for Actuarial Studies
4
Centre for Economic Policy Research
4
Chambre de commerce et d'industrie de Paris
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Nuffield College
4
School of Economics and Finance <Brisbane>
4
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
World Bank
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Bonn Graduate School of Economics
3
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
3
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Discussion papers in economics
6
Dresdner Beiträge zu quantitativen Verfahren
2
Dresdner Beiträge zur Betriebswirtschaftslehre
1
Dresdner Beiträge zur Volkswirtschaftslehre
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ECONIS (ZBW)
10
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1
A large poisson currency crises game : towards a theory of both the onset and the swiftness of currency attacks
Makrēs, Miltiadēs
-
2000
Persistent link: https://www.econbiz.de/10001542544
Saved in:
2
Blue for ß in CAPM with infinite variance
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1999
Persistent link: https://www.econbiz.de/10001399219
Saved in:
3
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
4
Efficiency, environmental contaminants and farm size : testing for links using stochastic production frontiers
Hadri, Kaddour
;
Whittaker, J.
-
1995
Persistent link: https://www.econbiz.de/10000943448
Saved in:
5
Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000978870
Saved in:
6
Hedging vega risk with the VOLAX future : some first results
Locarek-Junge, Hermann
;
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000986525
Saved in:
7
Irrational analysts' expectations as a cause of excess volatility in stock prices
Bulkley, George
;
Harris, Richard D. F.
-
1996
Persistent link: https://www.econbiz.de/10000943010
Saved in:
8
On bank profitability under increasing interest rate volatility
Karmann, Alexander
-
1995
Persistent link: https://www.econbiz.de/10000923156
Saved in:
9
Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.
;
Tzavalis, Elias
-
1995
Persistent link: https://www.econbiz.de/10000912747
Saved in:
10
The joint density of two functionals of a Brownian motion
Abadir, Karim Maher
-
1994
Persistent link: https://www.econbiz.de/10000895295
Saved in:
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