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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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Modelle mit generalisierter bedingter autoregressiver Heteroskedastie und Anwendungen in der Kapitalmarkttheorie
Oelker, Jens-Christian (contributor) - 2004
Persistent link: https://www.econbiz.de/10002102999
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The BDS test as a test for the adequacy of a GARCH(1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria; Ntantamis, Christos; … - 2004
Persistent link: https://www.econbiz.de/10002068650
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Kleinste-Quadrate-Schätzung in GARCH(p,q)-Modellen mit Methoden der nichtlinearen Optimierung
Weigl, Thomas - 2000
Persistent link: https://www.econbiz.de/10001480702
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Investitionen, Unsicherheit und Realoptionen
Werner, Thomas - 2000
Persistent link: https://www.econbiz.de/10001486398
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Volatility of the German stock market : evidence from 1960 - 1994
Edelmann, Ralf - 2000
Persistent link: https://www.econbiz.de/10001490330
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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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Modelling exchange rate volatility in the run-up to EMU using a Markov switching GARCH model
Frömmel, Michael (contributor) - 2004
The volatility of exchange rates is of high importance, because it affects decisions of market participants. The choice of the exchange rate arrangement affects the volatility of the exchange rate: higher flexibility goes ahead with increasing volatility and vice versa. We investigate the...
Persistent link: https://www.econbiz.de/10002700826
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Modellierung von Kapitalmarktrenditen mittels asymmetrischer GARCH-Modelle
Schoffer, Olaf (contributor) - 2003
Persistent link: https://www.econbiz.de/10001790263