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Die Reaktion des Schweizer Aktienmarktes auf die Einführung standardisierter Aktienoptionen
Windlin, Peter - 1996
Persistent link: https://www.econbiz.de/10000953798
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World capital markets and Finnish stock returns
Nummelin, Kim - 1996
Persistent link: https://www.econbiz.de/10000956932
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Asset pricing with time-varying covariances : evidence for the German stock market
Scheicher, Martin - 1996
Persistent link: https://www.econbiz.de/10000982464
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Der Size-Effekt am deutschen Aktienmarkt
Stehle, Richard - 1995
Persistent link: https://www.econbiz.de/10000989929
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Time-varying betas and macroeconomic influences
Groenewold, Nicolaas; Fraser, Patricia - 1997
Persistent link: https://www.econbiz.de/10000968430
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A nonlinear characterization of asset price dynamics with an application to the 1987 stock market crash
Lim, Guay C.; Martin, Vance - 1995
Persistent link: https://www.econbiz.de/10000920179
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924807
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Pricing of idiosyncratic equity and variance risks
Gourier, Elise - 2016
the variance of idiosyncratic returns. The estimation is performed on a time series of returns and option prices from 2006 …
Persistent link: https://www.econbiz.de/10011410917
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Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze - 2015
Persistent link: https://www.econbiz.de/10011419314
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Does the pricing kernel anomaly reflect forward looking beliefs?
Sala, Carlo - 2015
We propose a nonparametric Bayesian approach for the estimation of the pricing kernel. Historical stock returns and …
Persistent link: https://www.econbiz.de/10011506354