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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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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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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
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Makroökonomische Krisentests : erste Ergebnisse für Österreich
Kalirai, Harvir; Scheicher, Martin - In: Finanzmarktstabilitätsbericht (2002), pp. 64-82
Persistent link: https://www.econbiz.de/10001710791
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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
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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
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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
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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