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Verteilungsmodelle und Risikomaße für Minimalrenditen
Mihai, Mihnea-Stefan - 2005
Persistent link: https://www.econbiz.de/10002948930
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Unconditional and conditional modeling of non-normal return densities : with application to risk measurement
Chin, Elion - 1999
Persistent link: https://www.econbiz.de/10001402965
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Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon - 2020
Persistent link: https://www.econbiz.de/10012415028
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Messung und Prognose von Volatilitäten : am Beispiel des DAX-Index
Sautter, Jörg - 1996 - 1. Aufl
Persistent link: https://www.econbiz.de/10000589055
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Three essays on the econometrics of options markets
Lazarov, Zdravetz N. - 2004
Persistent link: https://www.econbiz.de/10002613885
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Derivative Instrumente auf Volatilitäten an Aktien- und Optionsmärkten : eine theoretische und empirische Untersuchung
Henn, Eric Tobias - 2001
Persistent link: https://www.econbiz.de/10001768552
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Modellierung von Kapitalmarktrenditen mittels asymmetrischer GARCH-Modelle
Schoffer, Olaf (contributor) - 2003
Persistent link: https://www.econbiz.de/10001790263
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The impact of the introduction of index futures contracts on the price volatility in the underlying stock market
Hsu, Philip - 2000
Persistent link: https://www.econbiz.de/10001552786
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Volatility of the German stock market : evidence from 1960 - 1994
Edelmann, Ralf - 2000
Persistent link: https://www.econbiz.de/10001490330