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~subject:"Financial crisis"
~subject:"Option pricing theory"
~subject:"Stock index"
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Nonlinear dynamics: Evidence f...
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Scheicher, Martin
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Finanzmarktstabilitätsbericht
2
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2
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Nonlinear dynamics : evidence for a small stock exchange
Scheicher, Martin
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 45-59
Persistent link: https://www.econbiz.de/10001353414
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2
A switching ARCH model for German DAX index
Kaufmann, Sylvia
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10003559162
Saved in:
3
What moves the tail? : The determinants of the option-implied probability density function of the DAX index
Glatzer, Ernst
;
Scheicher, Martin
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 515-536
Persistent link: https://www.econbiz.de/10002846386
Saved in:
4
Makroökonomische Krisentests : erste Ergebnisse für Österreich
Kalirai, Harvir
;
Scheicher, Martin
- In:
Finanzmarktstabilitätsbericht
(
2002
),
pp. 64-82
Persistent link: https://www.econbiz.de/10001710791
Saved in:
5
Modelling the implied probability of stock market movements
Scheicher, Martin
;
Glatzer, Ernst
- In:
Economic & financial modelling : a journal of the …
10
(
2003
)
4
,
pp. 153-197
Persistent link: https://www.econbiz.de/10001883022
Saved in:
6
Wie wahrscheinlich sind Kurseinbrüche auf dem deutschen Aktienmarkt?
Glatzer, Ernst
;
Scheicher, Martin
- In:
Finanzmarktstabilitätsbericht
(
2001
),
pp. 177-188
Persistent link: https://www.econbiz.de/10001649644
Saved in:
7
GARCH vs. stochastic volatility : option pricing and risk management
Lehar, Alfred
;
Scheicher, Martin
;
Schittenkopf, Christian
- In:
Journal of banking & finance
26
(
2002
)
2/3
,
pp. 323-345
Persistent link: https://www.econbiz.de/10001654320
Saved in:
8
An analysis of euro area sovereign CDS and their relation with government bonds
Fontana, Alessandro
;
Scheicher, Martin
- In:
Journal of banking & finance
62
(
2016
),
pp. 126-140
Persistent link: https://www.econbiz.de/10011634088
Saved in:
9
How does risk flow in the credit default swap market?
D'Errico, Marco
;
Battiston, Stefano
;
Peltonen, Tuomo
; …
- In:
Journal of financial stability
35
(
2018
),
pp. 53-74
Persistent link: https://www.econbiz.de/10012156839
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