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Modeling and forecasting of multivariate stock market volatility
Gribisch, Bastian - 2012
Persistent link: https://www.econbiz.de/10009714192
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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten - 2004
Persistent link: https://www.econbiz.de/10002122262
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Essays on stochastic volatility
Nossman, Marcus - 2009
Persistent link: https://www.econbiz.de/10003837367
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The impact of sotck market jumps on time-varying return correlations : empirical evidence from the Baltic countries
Hellström, Jörgen; Soultanaeva, Albina - 2010
Persistent link: https://www.econbiz.de/10008772565
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Essays on financial econometrics
Marcucci, Juri - 2005
Persistent link: https://www.econbiz.de/10003384566
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Three essays in empirical finance
Ji, Jiangyu - 2017
Persistent link: https://www.econbiz.de/10011741134
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Essays in financial economics
Choi, Dong Beom - 2012
Persistent link: https://www.econbiz.de/10011817006
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Essays on financial market interdependence
Liu, Lu - 2012
Persistent link: https://www.econbiz.de/10009578736
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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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Essays on financial development : growth, banking crises and nominal volatility
Gaytan-Gonzalez, Mario Alejandro - 2004
Persistent link: https://www.econbiz.de/10003776839