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~institution:"University of British Columbia / Finance Division"
~subject:"Börsenkurs"
~subject:"Volatilität"
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University of British Columbia / Finance Division
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444
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Ekonomiska forskningsinstitutet <Stockholm>
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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R.
-
2000
Persistent link: https://www.econbiz.de/10001487318
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2
Stock market trading, price formation, and optimal management compensation :
theory
and evidence
Garvey, Gerald
;
MacCorry, Michael S.
;
Swan, Peter L.
-
1996
Persistent link: https://www.econbiz.de/10001421887
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3
An analysis of own account trading by dual traders in futures markets :a Bayesian approach
Chakravarty, Sugato
;
Li, Kai
-
1999
Persistent link: https://www.econbiz.de/10001421897
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4
Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.
(
contributor
);
Fisher, Adlai
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756622
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