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ECONIS (ZBW)
81
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61
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70
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81
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61
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966929
Saved in:
62
Testing for arch in the presence of additive outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966917
Saved in:
63
The effect of diverging inflation trends on exchange rates
Arnold, Ivo J. M.
;
Koning, Camiel de
-
1995
Persistent link: https://www.econbiz.de/10000912184
Saved in:
64
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
65
A hybrid simulation optimization scenario model for asset liability management
Boender, Guus
-
1995
Persistent link: https://www.econbiz.de/10000912186
Saved in:
66
Intraday leads and lags with index-futures arbitrage
Martens, Martin
;
Kofman, Paul
-
1995
Persistent link: https://www.econbiz.de/10000912175
Saved in:
67
The marginal contribution of news to the DEM USD swap rate
Baestaens, Dirk J. Emma
;
Bergh, Willem M. van den
-
1995
Persistent link: https://www.econbiz.de/10000912181
Saved in:
68
A static scenario optimization model for asset liability management of defined benefit plans
Boender, Guus
;
Heemskerk, Fred
-
1995
Persistent link: https://www.econbiz.de/10000912188
Saved in:
69
The impact of firm specific news on implied volatilities
Donders, Monique
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000912211
Saved in:
70
Interest-rate targeting the state-space approach
Bomhoff, Eduard Jan
;
Barro, Robert J.
-
1994
Persistent link: https://www.econbiz.de/10000912213
Saved in:
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