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Stochastic model development and price volatility analysis
Taya, Shinichi - 2012
of yield shocks to price volatility is measured. This paper shows that correlation effects account for a significant … assumptions, recent experience of highly turbulent markets has renewed interest in quantitative assessment of price volatility by … implemented. As an application, the impact of crop yield shocks on price volatility is studied. Since the concurrent reduction in …
Persistent link: https://www.econbiz.de/10009683293
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Monitoring financial integration by using price-based indicators : empirical applications on European stock market data
Michela, Nardo; Elisa, Ossola; Evangelia, Papanagiotou; … - Europäische Kommission / Gemeinsame Forschungsstelle - 2017
Persistent link: https://www.econbiz.de/10011887957
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The Greenium matters : greenhouse gas emissions, environmental disclosures, and stock prices
Lucia, Alessi; Elisa, Ossola; Roberto, Panzica - Europäische Kommission / Gemeinsame Forschungsstelle - 2020
Persistent link: https://www.econbiz.de/10012219764
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Integrierte Analyse der Einkommens- und Vermögensverteilung : Abschlussbericht zur Studie ; [Forschungsprojekt]
Grabka, Markus M. (contributor) - 2008 - Stand: August 2008
Persistent link: https://www.econbiz.de/10003777789
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Nonlinear persistence and copersistence
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10009758935
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Large and moderate deviations principles for infinite dimensional autoregressive processes
Mas, André; Menneteau, Ludovic - 2001
Persistent link: https://www.econbiz.de/10001577502
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Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - 2000
Persistent link: https://www.econbiz.de/10001487993
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Weak convergence for the covariance operators of a Hilbertian linear process
Mas, André - 2000
Persistent link: https://www.econbiz.de/10001530299
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The judicial system and economic development across EU member states
Bove, Vincenzo; Leandro, Elia - Europäische Kommission / Gemeinsame Forschungsstelle - 2017
Persistent link: https://www.econbiz.de/10011896023
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Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1996
Persistent link: https://www.econbiz.de/10000952887