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~subject:"Derivative"
~subject:"Finanzmarkt"
~type_genre:"Forschungsbericht"
~type_genre:"Thesis"
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ECONIS (ZBW)
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Essays on multivariate stochastic volatility models
Trojan, Sebastian
-
2015
Persistent link: https://www.econbiz.de/10010511448
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2
State-dependent dynamics and interdependence of global financial markets
Maderitsch, Robert
-
2015
Persistent link: https://www.econbiz.de/10011326904
Saved in:
3
Second-order approximations to pricing and hedging in presence of jumps and stochastic volatility
Denkl, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010200946
Saved in:
4
Pricing and hedging in the VIX derivative market
Kozarski, Robert
-
2013
Persistent link: https://www.econbiz.de/10009754867
Saved in:
5
Measuring and forecasting financial market volatility using high-frequency data
Bannouh, Karim
-
2013
Persistent link: https://www.econbiz.de/10009707692
Saved in:
6
The information premium on electricity markets : a new spot-forward relationship for non-storable underlyings
Biegler-König, Richard
(
contributor
)
-
2013
Persistent link: https://www.econbiz.de/10009783468
Saved in:
7
Three essays in empirical finance
Ji, Jiangyu
-
2017
Persistent link: https://www.econbiz.de/10011741134
Saved in:
8
Duration models, heterogeneous beliefs, and optimal trading
Heijden, Thijs van der
-
2011
Persistent link: https://www.econbiz.de/10009159983
Saved in:
9
Back on the map : essays on financial markets in the Baltic States
Soultanaeva, Albina
-
2011
Persistent link: https://www.econbiz.de/10008807364
Saved in:
10
Advanced text mining methods for the financial markets and forecasting of intraday volatility
Pieper, Michael J.
-
2011
Persistent link: https://www.econbiz.de/10014275346
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