Similar Search Results

The effectiveness of a predictor-corrector technique in European currency option valuation

Heo, Sangwoo; Yang, Jinsuk; Lim, SeungCheol; … - In: Global business and finance review 24 (2019) 4, pp. 1-7

Persistent link: https://www.econbiz.de/10012161859

Pricing European continuous-installment currency options with mean-reversion

Jeon, Junkee; Kim, Geonwoo - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013413559

Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities

Muck, Matthias - In: Review of derivatives research 25 (2022) 3, pp. 293-314

Persistent link: https://www.econbiz.de/10013457626

The informational content of over-the-counter currency options

Christoffersen, Peter F.; Mazzotta, Stefano - 2004

Persistent link: https://www.econbiz.de/10013434708

Volatility and long-term relations in equity markets : empirical evidence from Germany, Switzerland, and the UK

Guidi, Francesco - In: The Icfai University journal of financial economics 7 (2009) 2, pp. 7-39

Persistent link: https://www.econbiz.de/10003857505

Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates

Baillie, Richard; Cecen, A. A.; Erkal, Cahit; Han, … - In: Journal of international financial markets, … 14 (2004) 5, pp. 401-418

Persistent link: https://www.econbiz.de/10002186598

Fractionally integrated models with ARCH errors

Hauser, Michael A.; Kunst, Robert M. - 1994

Persistent link: https://www.econbiz.de/10000882159

ARCH-/GARCH-Modelle und deterministisches Chaos : eine empirische Analyse von Renditezeitreihen des Swiss Market Index (SMI)

Gadient, Yves - 2006

Persistent link: https://www.econbiz.de/10003389544

The application of multivariate GARCH models to turbulent financial markets

Zahnd, Edy - 2002 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10001659873

Estimating Fluctuating Volatility Time Series Returns for a Cluster of International Stock Markets : A Case Study for Switzerland, Austria, China and Hong Kong

BADARLA, Suresh; NATHWANI, Bharti; Trivedi, Jatin; … - 2022

stock markets, such as: Switzerland, Austria, China and Hong Kong. The paper demonstrates statistical modeleling in order to … selected daily closing return collected for the main indices of stock markets in Switzerland, Austria, China and Hong Kong for …

Persistent link: https://www.econbiz.de/10013290005