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International asset prices : empirical evidence
Morales-Arias, Leonardo - 2009
Persistent link: https://www.econbiz.de/10003869496
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Stock markets and real-time macroeconomic data
Hartmann, Daniel - 2007
Persistent link: https://www.econbiz.de/10003516924
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Asset price dynamics, volatility, and prediction
Taylor, Stephen J.; Taylor, Stephen - 2005
Persistent link: https://www.econbiz.de/10002746484
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Nichtlineare Regimewechselmodelle : theoretische und empirische Evidenz am deutschen Kapitalmarkt
Brannolte, Cord - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001714163
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Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S. - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
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Extreme financial risks : from dependence to risk management
Malevergne, Yannick; Sornette, Didier - 2006
Persistent link: https://www.econbiz.de/10003042066
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An agent-based stochastic volatility model
Alfarano, Simone - 2006
Persistent link: https://www.econbiz.de/10003307294
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Asset price and wealth dynamics with heterogeneous expectations : a deterministic nonlinear structural model approach
Heitger, Florian - 2010
allows to model the risk premium demanded by the market participants for taking market risk, which appears to be endogenously …
Persistent link: https://www.econbiz.de/10008664303
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Financial surveillance
Frisén, Marianne (ed.) - 2008
Persistent link: https://www.econbiz.de/10003555592