nicht her. Kurzfristige Politikmaßnahmen verändern darüber hinaus die Datengrundlage. "Weiche" Daten, wie sie das Internet …

-specific optimism and stock-specific risk (measured by volatility and price-to-book ratio). However, target price accuracy is positively …

obtained from discrete time models by comparing them with high-frequency ex post estimates (e.g. realised volatility) based on … illustration provides an example of where an explanatory model outperforms realised volatility ex post. …

A model-free methodology is used for the first time to estimate a daily volatility index (VIBEX-NEW) for the Spanish … display a negative, tight contemporaneous relationship with IBEX daily returns, contrary to other common volatility indicators …, as an implied volatility indicator or a GARCH(1,1) conditional volatility model. This relationship is approximately …

observed that the volatility shocks are quite persistent and take a long time to die out. September 11, 2001incident and … thereafter war on terror has increased the conditional volatility of foreign direct investment and has statistically significant … volatility. One interesting finding of this study is that the impact of Non-Democratic regime before September, 11 scenario is …

häufig Schlagzeilen. Es geht dabei primär um die Frage, ob das Unternehmen den Internet Explorer im Zwangspaket mit dem …