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Hafner, Christian M.; Herwartz, Helmut - 1999

Persistent link: https://www.econbiz.de/10001413478

Hafner, Christian M.; Herwartz, Helmut - In: Journal of empirical finance 8 (2001) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10001568288

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

Haselmann, Rainer; Herwartz, Helmut - In: Journal of international money and finance 27 (2008) 2, pp. 314-330

Persistent link: https://www.econbiz.de/10003687539

Salazar Volkmann, David - 2020

and volatility of S&P500 put returns and ITM call returns, but not OTM call returns. Imperfect markets exist under market …

Persistent link: https://www.econbiz.de/10012255437

Herwartz, Helmut - In: Modern econometric analysis : surveys on recent …, (pp. 87-102). 2006

Persistent link: https://www.econbiz.de/10003375829

Herwartz, Helmut - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 1, pp. 89-104

Persistent link: https://www.econbiz.de/10003285327

Herwartz, Helmut; Reimers, Hans-Eggert - In: Applied financial economics 13 (2003) 1, pp. 71-78

Persistent link: https://www.econbiz.de/10001754247

Herwartz, Helmut; Reimers, Hans-Eggert - 1999

Persistent link: https://www.econbiz.de/10001404957

Hefner, Christian M.; Herwartz, Helmut - In: Statistica Neerlandica : journal of the Netherlands … 52 (1998) 3, pp. 336-355

Persistent link: https://www.econbiz.de/10001352924