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Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.; Herwartz, Helmut - 1999
prices caused by stochastic volatility. -- option pricing ; autoregression ; heteroskedasticity ; GARCH ; leverage effect …
Persistent link: https://www.econbiz.de/10009580460
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Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang; Schmidt, Peter - 2000
tool for options portfolios using the "Maximum Loss" methodology based on Principal Components. -- Implied Volatility ; DAX …
Persistent link: https://www.econbiz.de/10009612026
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Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R. (contributor); Wang, Qihua (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426
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German exchange rate exposure at DAX and aggregate level, international trade, and the role of exchange rate adjustment costs
Entorf, Horst (contributor); Jamin, Gösta (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001898570
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Semiparametric analysis of German East-West migration intentions : facts and theory
Burda, Michael C.; Härdle, Wolfgang; Müller, Marlene; … - 1997
East-West migration in Germany peaked at the beginning of the 90s although the average wage gap between Eastern and … Western Germany continues to average about 25%. We analyze the propensity to migrate using microdata from the German …
Persistent link: https://www.econbiz.de/10009574896
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Estimating state-price densities with nonparametric regression
Huynh, Kim; Kervella, Pierre; Zheng, Jun - 2002
Persistent link: https://www.econbiz.de/10009624851
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Confidence intervals for state price densities
Hlávka, Zdeněk (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916784
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Employment effects of different innovation activities microecomometric evidence
Peters, Bettina (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002368233
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Ausmaß und Konsequenzen von Lohnrigiditäten
Pfeiffer, Friedhelm (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001898204
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Beschäftigungseffekte von Lohnsubventionen im Niedriglohnbereich
Buslei, Hermann; Steiner, Viktor - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001404900