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Die Bewertung von Zinsoptionen
Walter, Ulrich - 1996
Persistent link: https://www.econbiz.de/10000560789
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Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank - 1997
Persistent link: https://www.econbiz.de/10000959293
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Essays on jump-diffusion models in asset pricing and on the prediction of aggregate stock returns
Frey, Roman - 2013
anderem im Risikomanagement, der Asset Allocation wie auch in der Bewertung von derivativen Instrumenten, eine entscheidende …
Persistent link: https://www.econbiz.de/10009713890
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Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben - In: International economic review 39 (1998) 4, pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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Simultaneous stochastic volatility transmission across american equity markets
Weber, Enzo (contributor) - 2008
solved by considering heteroscedasticity of the structural volatility innovations, and estimation takes place in an … market to three American countries are revealed. The impact is strongest for Canada, followed by Mexico and Brazil, which are …
Persistent link: https://www.econbiz.de/10003727720
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An evaluation of equilibrium business cycle models in the presence of statistical nonlinearities
Valderrama, Diego - 2003
Persistent link: https://www.econbiz.de/10003624836
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The inflation-output nexus : empirical evidence from India, South Africa, and Brazil
Narayan, Seema; Narayan, Paresh Kumar - In: Research in international business and finance 28 (2013), pp. 19-34
Persistent link: https://www.econbiz.de/10009725167
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Essays in international trade
Flach, Lisandra - 2012
Persistent link: https://www.econbiz.de/10009688538
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Simultaneous stochastic volatility transmission across American equity markets
Weber, Enzo - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 53-60
Persistent link: https://www.econbiz.de/10009721374