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Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin; McAleer, Michael; Allen, Allen, D.E. - Faculteit der Economische Wetenschappen, Erasmus … - 2013
simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed … Developments in Financial Economics and Econometrics”. The breadth of coverage is substantial, and includes original research and …
Persistent link: https://www.econbiz.de/10010732636
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Recent Developments in Financial Economics and Econometrics:An Overview
Chang, Chia-Lin; Allen, David E; McAleer, Michael - Institute of Economic Research, Kyoto University - 2013
simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed … Developments in Financial Economics and Econometrics”. The breadth of coverage is substantial, and includes original research and …
Persistent link: https://www.econbiz.de/10010860064
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Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin; McAleer, Michael; Allen, David - Facultad de Ciencias Económicas y Empresariales, … - 2013
simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed … Developments in Financial Economics and Econometrics”. The breadth of coverage is substantial, and includes original research and …
Persistent link: https://www.econbiz.de/10010778692
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Recent developments in financial economics and econometrics: An overview
Chang, Chia-Lin; Allen, David; McAleer, Michael - In: The North American Journal of Economics and Finance 26 (2013) C, pp. 217-226
simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed … Developments in Financial Economics and Econometrics”. The breadth of coverage is substantial, and includes original research and …
Persistent link: https://www.econbiz.de/10011056697
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Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin; Allen, David; McAleer, Michael - Department of Economics and Finance, College of … - 2013
-free implied vola-tility surfaces for options on single stock futures, the non-uniform pricing effect of employee stock options … the field on “Recent Developments in Financial Economics and Econometrics”. The breadth of coverage is substantial, and … Economics and Econometrics by leading researchers in finance, financial econ-omics, financial econometrics and financial …
Persistent link: https://www.econbiz.de/10010907402
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Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin; Allen, David; McAleer, Michael - Tinbergen Instituut - 2013
simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …> Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed articles … Developments in Financial Economics and Econometrics”. The breadth of coverage is substantial, and includes original research and …
Persistent link: https://www.econbiz.de/10011256871
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Northern Star; Canada's Path to Economic Prosperity
Klyuev, Vladimir; Mühleisen, Martin; Bayoumi, Tamim - International Monetary Fund (IMF) - 2007
Robust GDP growth, declining unemployment, low and stable inflation, and a string of fiscal and current account surpluses -- it's a record to be envied. These outcomes in Canada owe much to sound macroeconomic policies, as well as to a favorable external environment. This book focuses on these...
Persistent link: https://www.econbiz.de/10011245903
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Kreditrisiko (CreditMetrics)
Heidorn, Thomas - 1999
Persistent link: https://www.econbiz.de/10004139969
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The impact of global financial crisis on the dependence structure of equity markets and on risk management
Ghorbel, Ahmed; Trabelsi, Abdelwahed - In: International Journal of Managerial and Financial Accounting 5 (2013) 1, pp. 1-32
and this increase started around the beginning of 2008. In the other hand, market volatility registered record levels …
Persistent link: https://www.econbiz.de/10010816752
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Adopting the Euro in Central Europe; Challenges of the Next Step in European Integration
International Monetary Fund (IMF); International … - 2005
Upon entry into the European Union, countries become members of the Economic and Monetary Union (EMU), with a derogation from adopting the euro as their currency (that is, each country joining the EU commits to replace its national currency with the euro, but can choose when to request...
Persistent link: https://www.econbiz.de/10005767345