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The dynamics of volatility and its impact on convertible bond prices
Wilde, Christian - 2004
Persistent link: https://www.econbiz.de/10002006830
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Volatility analysis and asset pricing of stock portfolios : an empirical approach in applied financial econometrics
Grobys, Klaus (ed.) - 2009 - 1. publ.
Persistent link: https://www.econbiz.de/10003804028
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan; Paolella, Marc S. - 2003
Persistent link: https://www.econbiz.de/10001788591
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Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan; Paolella, Marc S. - In: Handbook of heavy tailed distributions in finance, (pp. 385-404). 2003
Persistent link: https://www.econbiz.de/10001882139
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The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan; Paolella, Marc S.; Račev, Svetlozar T. - 1998
Persistent link: https://www.econbiz.de/10001410540
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Do retail options traders know better about market volatility?
Chen, Cheny; Liu, Ming-hua; Nguyen, Hoa - In: American journal of finance and accounting 1 (2008/09) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10003773986
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The information content of implied volatility in the Hong Kong and Singapore covered warrants markets
Chen, Cheny (contributor); Liu, Ming-hua (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003794215
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The trading performance of dynamic hedging models : time varying covariance and volatility transmission effects
Chng, Michael T. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003794234
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Do implied volatilities predict stock returns?
Ammann, Manuel; Verhofen, Michael; Süss, Stephan - In: The journal of asset management 10 (2009/10) 4, pp. 222-234
Persistent link: https://www.econbiz.de/10003894702