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Multifractal volatility : theory, forecasting, and pricing
Calvet, Laurent E.; Fisher, Adlai - 2008
Persistent link: https://www.econbiz.de/10003719647
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Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael (ed.); Buscher, Herbert S. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001629835
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The Causal Relationship between the S&P 500 and the VIX Index : Critical Analysis of Financial Market Volatility and Its Predictability
Auinger, Florian - 2015
Florian Auinger highlights the core weaknesses and sources of criticism regarding the VIX Index as an indicator for the future development of financial market volatility. Furthermore, it is proven that there is no statistically significant causal relationship between the VIX and the S&P 500. As...
Persistent link: https://www.econbiz.de/10012819102
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The analysis of sports forecasting : modeling parallels between sports gambling and financial markets
Mallios, William S. - 2000
Persistent link: https://www.econbiz.de/10013531527
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Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael (ed.) - 2012 - 2., überarbeitete Auflage
Persistent link: https://www.econbiz.de/10014008462
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Forecasting financial markets : exchange rates, interest and asset management
Dunis, Christian (ed.) - 1996
Persistent link: https://www.econbiz.de/10000587145
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Chaos & nonlinear dynamics in the financial markets : theory, evidence and applications
Trippi, Robert R. (ed.) - 1995
Persistent link: https://www.econbiz.de/10000544254
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Modelling techniques for financial markets and bank management
Bertocchi, Marida (ed.); Cavalli, Enrico (contributor);  … - 1996
Persistent link: https://www.econbiz.de/10000562871
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Computational methods in financial engineering : essays in honour of Manfred Gilli
Kontoghiorghes, Erricos John (ed.); Gilli, Manfred (honouree) - 2008
Persistent link: https://www.econbiz.de/10003635732
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Expert judgement in financial markets : three empirical studies
Kappler, Andreas - 2008
Persistent link: https://www.econbiz.de/10003778064