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Der Schweizer Aktienmarkt : eine empirische Untersuchung im Lichte der neueren Effizienzmarkt-Diskussion
Theurillat, Michael - 1996
Persistent link: https://www.econbiz.de/10000933885
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Modelling nonlinearities in the German stock market
Robé, Sophie - 1999
Persistent link: https://www.econbiz.de/10001356393
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Implizite Volatilitäten am Aktien- und Optionsmarkt
Dartsch, Andreas - 1999
Persistent link: https://www.econbiz.de/10001364354
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Chaos und Zufall am deutschen Aktienmarkt : eine Studie über nichtlineare Dynamiken, Volatilität und Effizienz
Elsner, Jürgen - 1996
Persistent link: https://www.econbiz.de/10000927877
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Essays on the economic relevance of volatility spillovers
Gisler, Katja Ida Maria - 2016
volatility for a large cross-section of international equity markets. For this purpose, we extend the heterogeneous … autoregressive (HAR) model of realised volatility of Corsi (2009) by including US equity volatility information. More precisely, we … augment the standard HAR model by US realised volatility and VIX HAR components, and compare it to the original HAR model …
Persistent link: https://www.econbiz.de/10011612901
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Irrational exuberance
Shiller, Robert J. - 2015 - 3. ed., rev. and expanded
Persistent link: https://www.econbiz.de/10010463969
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Three essays on behavioural finance
Hemmens, Christopher - 2017
The fact that human economic behaviour has a significant irrational element - one that is simultaneously hard-to-explain and highly predictable - has fascinated economists for decades from Fechner, 1860 to Shiller, 2005 and beyond. In this dissertation, I investigate the field from various...
Persistent link: https://www.econbiz.de/10011948369
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Der Kapitalismus und seine Krisen : über Papiergeld und das Elend der Finanzmärkte
Engels, Wolfram - 1996
Persistent link: https://www.econbiz.de/10000949389
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Assessing the time-series evidence of economic growth and financial development and the impact of liberalisation in Thailand
Sarakosas, Somprot - 1999
Persistent link: https://www.econbiz.de/10001504714