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"Endogenous uncertainty and credit crunches"
Straub, Ludwig; Ulbricht, Robert - 2015
Persistent link: https://www.econbiz.de/10011412688
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Belief-free price formation
Hörner, Johannes; Lovo, Stefano M.; Tomala, Tristan - 2017
Persistent link: https://www.econbiz.de/10012265722
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On the Heston model with stochastic volatility : analytic solutions and complete markets
Alziary, Bénédicte; Takáč, Peter - 2017
Persistent link: https://www.econbiz.de/10012265761
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich; Gonçalves, Sílvia; Meddahi, Nour - 2017
Persistent link: https://www.econbiz.de/10012265896
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Bootstrapping high-frequency jump tests
Dovonon, Prosper; Gonçalves, Sílvia; Hounyo, Ulrich; … - 2017
Persistent link: https://www.econbiz.de/10012265902
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Variance stochastic orders
Gollier, Christian - 2017
Persistent link: https://www.econbiz.de/10012266355
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Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun; Park, Joon Y.; Wang, Bin - 2020
Persistent link: https://www.econbiz.de/10012216029
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Volatility regressions with fat tails
Kim, Jihyun; Meddahi, Nour - 2020
Persistent link: https://www.econbiz.de/10012216036
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Endogenous second moments : a unified approach to fluctuations in risk, dispersion, and uncertainty
Straub, Ludwig; Ulbricht, Robert - 2016
Persistent link: https://www.econbiz.de/10012216957
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Ownership concentration and firm risk : the moderating role of mid-sized blockholders
Rossetto, Silvia; Selmane, Nassima; Staglianò, Raffaele - 2022
Persistent link: https://www.econbiz.de/10013330979