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~source:"econis"
~subject:"EU-Staaten"
~subject:"Volatilität"
~type_genre:"Book section"
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Management von Rohstoffrisiken : Strategien, Märkte und Produkte
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Modelling prices in competitive electricity markets
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Correlation and dependence between oil prices, stock returns, policy uncertainty, and financial stress during COVID-19 pandemic : new evidence from a multicountry analysis using cr...
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
-
2024
Persistent link: https://www.econbiz.de/10015045591
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2
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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3
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
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4
Tracing the sources of contagion in the oil-finance nexus
Mahadeo, Scott M. R.
;
Heinlein, Reinhold
;
Legrenzi, …
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 115-143)
.
2022
Persistent link: https://www.econbiz.de/10013282728
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5
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
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6
Evidence of microstructure variables' nonlinear dynamics from noised high-frequency data
Andreev, Nikolay
;
Lapshin, Victor
- In:
Financial econometrics and empirical market microstructure
,
(pp. 13-23)
.
2015
Persistent link: https://www.econbiz.de/10011326759
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7
On the importance of trend gaps in assessing equity market correlations
Peltomäki, Jarkko
;
Graham, Michael
- In:
Emerging markets and the global economy
,
(pp. 583-601)
.
2014
Persistent link: https://www.econbiz.de/10010434620
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8
Carbon emissions trading : what it means for individual investors
Martinez, Valeria
- In:
International financial markets
,
(pp. 165-178)
.
2013
Persistent link: https://www.econbiz.de/10010204754
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9
The impact of quantitative easing on asset price comovement
Williams, Michael
- In:
International financial markets
,
(pp. 139-163)
.
2013
Persistent link: https://www.econbiz.de/10010204756
Saved in:
10
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
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