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Volatilität
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Forschungsbericht
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28,385
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Frey, Rüdiger
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Galagedera, Don U. A.
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King, Maxwell L.
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2
Martin, Gael M.
2
Röder, Klaus
2
Wright, Jill
2
Zhang, Xibin
2
Anderson, Heather M.
1
Bamberg, Günter
1
Christopeit, Norbert
1
Coppel, Jonathan G.
1
Cron, Axel
1
Dimitroff, Geogri
1
Doucouliagos, Chris
1
Durand, Martine
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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8
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2
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1
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1
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ECONIS (ZBW)
35
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1
Executing large orders in a microscopic market model
Weiss, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003861643
Saved in:
2
Assessing the impact of market microstructure noise and random jumps on the relative forecasting performance of option-implied and returns-based
volatility
Martin, Gael M.
;
Reidy, Andrew
;
Wright, Jill
-
2006
Persistent link: https://www.econbiz.de/10003365312
Saved in:
3
The complex networks of economic interactions : essays in agent-based economics and econophysics ; [9th International Workshop on Heterogenous Interacting Agents (WEHIA), which was...
Namatame, Akira
(
ed.
)
-
2006
Persistent link: https://www.econbiz.de/10003042090
Saved in:
4
Pension funds, capital controls and macroeconomic stability
Reisen, Helmut
-
1994
Persistent link: https://www.econbiz.de/10013408008
Saved in:
5
The intraday ex ante profitability of DAX-futures arbitrage for institutional investors in Germany : the case of early and late transactions
Bamberg, Günter
-
1994
Persistent link: https://www.econbiz.de/10013374623
Saved in:
6
Market
volatility
and feedback effects from dynamic hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
Saved in:
7
Derivative asset analysis in models with level-dependent and stochastic
volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
8
Estimating the functional components of asset price volatilities
Heid, Frank
-
1997
Persistent link: https://www.econbiz.de/10000978817
Saved in:
9
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert
-
1997
Persistent link: https://www.econbiz.de/10000982947
Saved in:
10
Superreplication in stochastic
volatility
models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
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