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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000668367
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Börsenpreise von Genußscheinen : empirische Überprüfung eines theoretischen Bewertungsansatzes
Schäcker, Hanns-Achim - 1997
Persistent link: https://www.econbiz.de/10000959880
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An empirical comparison of credit spreads between the bond market and the credit default swap market
Zhu, Haibin - In: Journal of financial services research : JFSR 29 (2006) 3, pp. 211-235
Persistent link: https://www.econbiz.de/10003328587
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Nonparametric modeling in financial time series
Franke, Jürgen; Kreiß, Jens-Peter; Mammen, Enno - In: Handbook of financial time series, (pp. 927-952). 2009
Persistent link: https://www.econbiz.de/10003834268
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Tails, fears and risk premia
Bollerslev, Tim; Todorov, Viktor - 2009
Persistent link: https://www.econbiz.de/10003849565
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The forecasting performance of stock options prices in a thin market
Gemmill, Gordon; Dickins, Paul - 1984
Persistent link: https://www.econbiz.de/10003557534
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The limitation of monotonicity property of option prices : an empirical evidence
Lin, Chuang Yuang; Chen, Dar-hsin; Tsai, Chin Yu - In: Applied economics 43 (2011) 22/24, pp. 3103-3113
Persistent link: https://www.econbiz.de/10009357414
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Forecast based pricing of weather derivatives
Härdle, Wolfgang; López Cabrera, Brenda; Ritter, Matthias - 2012
Forecasting based pricing of Weather Derivatives (WDs) is a new approach in valuation of contingent claims on nontradable underlyings. Standard techniques are based on historical weather data. Forward-looking information such as meteorological forecasts or the implied market price of risk (MPR)...
Persistent link: https://www.econbiz.de/10009511156
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Verhaltenspsychologische Erklärungsmöglichkeiten für asymmetrische Volatilität am deutschen Kapitalmarkt
Maack, Diether - 2012
Persistent link: https://www.econbiz.de/10009554493