Showing 1 - 10 of 6,966
Persistent link: https://www.econbiz.de/10012494223
Persistent link: https://www.econbiz.de/10014284237
Persistent link: https://www.econbiz.de/10011817639
Persistent link: https://www.econbiz.de/10011349909
, including market-based estimation of stochastic volatility models, the fine structure of equity-index option dynamics, leverage … and feedback effects in multifactor Wishart stochastic volatility for option pricing, option pricing with non …-Gaussian scaling and infinite-state switching volatility, stock return and cash flow predictability: the role of volatility risk, the …
Persistent link: https://www.econbiz.de/10010465152
Persistent link: https://www.econbiz.de/10011296515
We show an ambivalent role of high-frequency traders (HFTs) in the Eurex Bund Futures market around high-impact macroeconomic announcements and extreme events. Around macroeconomic announcements, HFTs serve as market makers, post competitive spreads, and earn most of their profits through...
Persistent link: https://www.econbiz.de/10011755770
price volatility in agricultural markets to rise. Rather, fundamental factors are made responsible for this. Therefore, most …
Persistent link: https://www.econbiz.de/10011784178
volatility in agricultural markets to rise. Rather, fundamental factors are responsible for this. Therefore, most papers are not …
Persistent link: https://www.econbiz.de/10011784196
Persistent link: https://www.econbiz.de/10001565287