Narrow search
Showing 1 - 6 of 6
Cover Image
Simulation von Schluss-, Minimal- und Maximalwerten spezieller Preisprozesse mit Anwendungen in der Optionsbewertung
Becker, Martin - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003684371
Cover Image
A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns
Klößner, Stefan - In: Finance and stochastics 14 (2010) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003924780
Cover Image
Volatility clustering and nontrading days in Chinese stock markets
Friedmann, Ralph; Sanddorf-Köhle, Walter G. - 2000
Persistent link: https://www.econbiz.de/10001596288
Cover Image
Volatility clustering and nontrading days in Chinese stock markets
Friedmann, Ralph; Sanddorf-Köhle, Walter G. - In: Journal of economics & business 54 (2002) 2, pp. 193-217
Persistent link: https://www.econbiz.de/10001696590
Cover Image
Volatility clustering and nontrading days in Chinese stock markets
Friedmann, Ralph; Sanddorf-Köhle, Walter G. - 1998
Persistent link: https://www.econbiz.de/10001415643
Cover Image
Market risk under a price limit regime : evidence for Chinese stock markets
Friedmann, Ralph; Sanddorf-Köhle, Walter G. - 2001
Persistent link: https://www.econbiz.de/10014553639