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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
12
Asset price bubbles : the implications for monetary, regulatory, and international policies
9
Empirische Kapitalmarktforschung
7
Advances in artificial economics : the economy as a complex dynamic system; with 30 tables
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Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
6
Artificial economics : agent-based methods in finance, game theory and their applications
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Die deutsche Aktie : Unternehmensfinanzierung und Vermögenspolitik vor neuen Herausforderungen ; Festschrift zum vierzigjährigen Bestehen des Deutschen Aktieninstituts e.V.
5
Empirical research on the German capital market : with 60 tables
5
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
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Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
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The complex dynamics of economic interaction : essays in economics and econophysics
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Current topics in quantitative finance : with 23 tables
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Financial econometrics and empirical market microstructure
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German financial markets and institutions: selected studies
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Initial public offerings : an international perspective
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Long memory in economics : with 50 tables
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Market risk and financial markets modeling
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6th International Finance Conference on Financial Crisis and Governance
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Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
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Applied quantitative finance
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
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Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
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Computational optimization in economics and finance research compendium
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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East European transition and EU enlargement : a quantitative approach ; with 105 tables
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Essays in asset pricing
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Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
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Essays on current phenomena and developments in financial markets
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Financial accounting and investment management ; Vol. II
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Financial markets' liberalisation and the role of banks
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Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
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Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren : Ergebnisse des 4. Karlsruher Ökonometrie-Workshops
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Forecasting volatility in the financial markets
3
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
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Handbook of experimental economics results ; Vol. 1
3
Handbuch Alternative Investments ; Bd. 1
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Heterogenous agents, interactions and economic performance
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Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings
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Kapitalmarktforschung und Bankmanagement : Impulse für eine anwendungsorientierte Forschung
3
Liberalisierte Energiemärkte : Strategie, Prognose, Handel ; Beiträge der Forschungsgruppe Energiemärkte
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Nonparametric tests for second order stochastic dominance from paired observations :
theory
and empirical application
Schmid, Friedrich
- In:
Wirtschafts- und Sozialstatistik heute : Theorie und …
,
(pp. 31-46)
.
1997
Persistent link: https://www.econbiz.de/10001296675
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2
Statistical process control and its application in finance
Severin, Thomas
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 83-104)
.
1998
Persistent link: https://www.econbiz.de/10001305358
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3
Nonparametric smoothing and quantile
estimation
in time series
Abberger, Klaus
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 1-16)
.
1998
Persistent link: https://www.econbiz.de/10001305364
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4
Factor-GARCH models for German stocks : a model comparison
Kaiser, Thomas
- In:
Selected papers of the Symposium on Operations Research …
,
(pp. 331-336)
.
1997
Persistent link: https://www.econbiz.de/10001320988
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5
Tailabhängigkeit und Asymmetrie in multivariaten Finanzmarktdaten
Klein, Ingo
;
Fischer, Matthias
- In:
Finanzintermediation : theoretische, …
,
(pp. 69-101)
.
2004
Persistent link: https://www.econbiz.de/10002078246
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6
Aktienkursprognose anhand von Jahresabschlussdaten mittels Künstlicher Neuronaler Netze und ökonometrischer Verfahren
Poddig, Thorsten
;
Enns, Oxana
- In:
Operations research proceedings 2005 : selected papers …
,
(pp. 269-274)
.
2006
Persistent link: https://www.econbiz.de/10003347680
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7
Ein dynamisches Hürdenmodell für diskrete Transaktionspreisänderungen auf Finanzmärkten
Liesenfeld, Roman
- In:
Empirische Wirtschaftsforschung : Methoden und …
,
(pp. 153 - 177)
.
2003
Persistent link: https://www.econbiz.de/10014554667
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8
Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard
;
Grammig, Joachim
-
2001
Persistent link: https://www.econbiz.de/10014553638
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9
Identifying intraday volatility
Pohlmeier, Winfried
- In:
Beiträge zur Mikro- und zur Makroökonomik : …
,
(pp. 347-362)
.
2001
Persistent link: https://www.econbiz.de/10014553674
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10
Stock
price
premia and Chinese equity market segmentation
Zhang, Jianhua
-
1998
Persistent link: https://www.econbiz.de/10001393593
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