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Exchange rates and corporate performance

Amihud, Yakov (contributor); Levich, Richard M. (contributor) - 2003 - Repr

Persistent link: https://www.econbiz.de/10001709347

Microstructure : the organization of trading and short term price behavior

Stoll, Hans R. (contributor) - 1999

Persistent link: https://www.econbiz.de/10000673647

Topics in modeling volatility based on high-frequency data

Roth, Constantin - 2018

In the first chapter, I compare the forecasting accuracy of different high-frequency based volatility models. The … overnight returns considerably improves volatility forecasts for stocks across all models. Furthermore, the analysis shows that … models based on realized volatility benefit much less from allowing leverage effects than do models based on daily returns …

Persistent link: https://www.econbiz.de/10011907996

Three essays on behavioural finance

Hemmens, Christopher - 2017

The fact that human economic behaviour has a significant irrational element - one that is simultaneously hard-to-explain and highly predictable - has fascinated economists for decades from Fechner, 1860 to Shiller, 2005 and beyond. In this dissertation, I investigate the field from various...

Persistent link: https://www.econbiz.de/10011948369

Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]

Takayasu, Hideki (ed.) - 2002

Persistent link: https://www.econbiz.de/10001608695

The application of econophysics : proceedings of the Second Nikkei Econophysics Symposium

Takayasu, Hideki (ed.) - 2004

Persistent link: https://www.econbiz.de/10001795365

Four essays on the empirical properties of stock market volatility

Masset, Philippe - 2012

Persistent link: https://www.econbiz.de/10009697323

Financial markets and the real economy

Cochrane, John H. - 2005

Persistent link: https://www.econbiz.de/10003285703

Modelling stock market volatility : bridging the gap to continuous time

Rossi, Peter E. (ed.) - 1996

Persistent link: https://www.econbiz.de/10013475092

Asset management in volatile markets

Haiss, Peter R.; Sammer, Bernhard; Gartner, Martin; … - New Trends in Asset Management: Exploring the … - 2010

The 27th SUERF Colloquium in Munich in June 2008: New Trends in Asset Management: Exploring the Implications was already topical in the Summer of 2008. The subsequent dramatic events in the Autumn of 2008 made the presentations in Munich even more relevant to investors and bankers that want to...

Persistent link: https://www.econbiz.de/10011705329

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