Similar Search Results

The application of multivariate GARCH models to turbulent financial markets

Zahnd, Edy - 2002 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10001659873

Corn price behavior : price transmission during the boom on futures markets

Ledebur, Oliver von; Schmitz, Jochen - 2009

Persistent link: https://www.econbiz.de/10003874709

Volatilitätsschätzung und -prognose mit ARCH- und GARCH-Modellen : eine empirische Analyse des deutschen Aktienmarktes

Islami, Mevlud; Kelmendi, Granit - 2012

Persistent link: https://www.econbiz.de/10011547124

Three essays on the econometrics of options markets

Lazarov, Zdravetz N. - 2004

Persistent link: https://www.econbiz.de/10002613885

Modelling exchange rate volatility in the run-up to EMU using a Markov switching GARCH model

Frömmel, Michael (contributor) - 2004

The volatility of exchange rates is of high importance, because it affects decisions of market participants. The choice of the exchange rate arrangement affects the volatility of the exchange rate: higher flexibility goes ahead with increasing volatility and vice versa. We investigate the...