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Mit vorliegender Arbeit wird versucht, die Validit?t des Black/Scholes- und des Barone-Adesi/Whaley-Optionsbewertungsmodells, bezogen auf ein breites Spektrum der in Deutschland b?rsennotierten Optionsscheine auf den wichtigsten nationalen Aktienindex, den Deutschen Aktienindex DAX, theoretisch...
Persistent link: https://www.econbiz.de/10009484795
' confidence and improves forecast accuracy. The calibration of the confidence intervals was not affected by the stocks' volatility …This study investigates the influence of past volatility on individual investors' forecasting behavior. We conducted … two experiments in which we used real stock prices to construct low- and high-volatility time series, and asked …
Persistent link: https://www.econbiz.de/10009440694
Die Arbeit hat das Ziel, die ursprünglich rein kapitalmarkttheoretisch ausgelegte Optionspreistheorie für das … den Leitlinien der Optionspreistheorie folgen.Mit einer auf die 16 führenden Pharmaunternehmen bezogenen empirischen …
Persistent link: https://www.econbiz.de/10009467496
volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …
Persistent link: https://www.econbiz.de/10009471738
into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …
Persistent link: https://www.econbiz.de/10009460735
Research has suggested that outcome feedback is less effective than other forms of feedback in promoting learning by users of decision support systems. However, if circumstances can be identified where the effectiveness of outcome feedback can be improved, this offers considerable advantages,...
Persistent link: https://www.econbiz.de/10009435352
This paper addresses problems of calibration and estimation of a parameter, p{sub o}, in high level neutron coincidence … measurement and a new calibration procedure consistent with the physical theory of coincidence counting measurement are presented …
Persistent link: https://www.econbiz.de/10009435460
In the United States of America, numerous organizations are writing standards and recommend practices for contamination control and cleanroom applications. The American Society for Testing and Materials (ASTM), the Institute of Environmental Sciences (IES), and various US Government agencies are...
Persistent link: https://www.econbiz.de/10009435485
-testing operations. The use of standard procedures, leak standards appropriate to the task, and accurate calibration systems or devices …
Persistent link: https://www.econbiz.de/10009435561
This workshop was held to review the status of secondary level calibration accreditation programs, review related …
Persistent link: https://www.econbiz.de/10009435594