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~type_genre:"Aufsatz im Buch"
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Handbook of financial time series
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Forecasting volatility in the financial markets
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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ECONIS (ZBW)
3,586
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1
The effects of macroeconomic news announcements during the global financial crisis
Abad, Pilar
;
Chuliá, Helena
- In:
Risk manangement post financial crisis : a period of …
,
(pp. 41-56)
.
2014
Persistent link: https://www.econbiz.de/10010430690
Saved in:
2
An examination of the sign and
volatility
switching arch models under alternative distributional assumptions
Omran, Mohamed F.
;
Avram, Florin
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 165-176)
.
2003
Persistent link: https://www.econbiz.de/10001916324
Saved in:
3
Modeling changes in daily $A exchange rates : an application of GARCH
Kim, Suk-Joong
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 489-526)
.
1995
Persistent link: https://www.econbiz.de/10001294209
Saved in:
4
Asymmetric impact of news on stock return
volatility
Song, Joon-young
- In:
Banking and capital markets : new international perspectives
,
(pp. 373-409)
.
2009
Persistent link: https://www.econbiz.de/10008696109
Saved in:
5
The
volatility
-volume relation around takeover announcements : a French evidence
Hmaied, Dorra Mezzez
- In:
New developments in financial modelling
,
(pp. 290-313)
.
2008
Persistent link: https://www.econbiz.de/10003981848
Saved in:
6
Towards automated event studies using high frequency news and trading data
Bohn, Nicolai
;
Rabhi, Fethi A.
;
Kundisch, Dennis
;
Yao, …
- In:
Enterprise applications and services in the finance …
,
(pp. 20-41)
.
2013
Persistent link: https://www.econbiz.de/10009716381
Saved in:
7
The impact of domestic and international monetary policy news on US and German bank stocks
Kim, Suk-Joong
;
Lee, Linda
;
Wu, Eliza
- In:
Global banking, financial markets and crises
,
(pp. 175-210)
.
2013
Persistent link: https://www.econbiz.de/10010231081
Saved in:
8
Effects of macroeconomic announcements on stock returns across
volatility
regimes
Aray, Henry
- In:
Marketing and management sciences : proceedings of the …
,
(pp. 76-80)
.
2010
Persistent link: https://www.econbiz.de/10003950546
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9
Euro exchange rate
volatility
and macroeconomic fundamentals
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
Perspectives on European politics and economics
,
(pp. 247-268)
.
2011
Persistent link: https://www.econbiz.de/10009563078
Saved in:
10
European bond markets and macroeconomic news
Abad Romero, Pilar
;
Chuliá, Helena
- In:
Investigaciones en seguros y gestión del riesgo: …
,
(pp. 39-53)
.
2013
Persistent link: https://www.econbiz.de/10010466950
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