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Pro-cyclicality of risk measurements - empirical quantification and theoretical confirmation
Bräutigam, Marcel - 2020
Persistent link: https://www.econbiz.de/10012488824
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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Volatility and systematic risks in financial markets
Würsig, Christoph Matthias - 2022
Persistent link: https://www.econbiz.de/10013256100
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Risk management in financial markets
Panz, Sven - 2020
Persistent link: https://www.econbiz.de/10012254516
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Uncertainty, investment and growth : the impact of volatility and disaster risk on aggregate investment
Dihle, Hanno - 2019
crisis. Within a partial investment model, two kinds of uncertainty are introduced: volatility and disaster risk. The article … uncertainty modeled as Brownian motions. The article provides a comprehensive picture of short- and long-term volatility effects …
Persistent link: https://www.econbiz.de/10012144945
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000668367
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Financial structure, economic growth and stability
Phumiwasana, Triphon - 2003
Persistent link: https://www.econbiz.de/10003623950
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266
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State-dependent dynamics and interdependence of global financial markets
Maderitsch, Robert - 2015
Persistent link: https://www.econbiz.de/10011326904