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subject:"Volatilität"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Estimation"
~type_genre:"Arbeitspapier"
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Volatilität
Estimation
Schätzung
27
Volatility
9
Theorie
7
Theory
7
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6
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6
Kapitaleinkommen
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27
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Chiarella, Carl
6
He, Xue-zhong
6
Platen, Eckhard
5
Thorp, Susan
4
Fergusson, Kevin
2
Li, Youwei
2
Tô, Thuy-duong
2
Badran, Alexander
1
Baldeaux, Jan
1
Bateman, Hazel
1
Bohl, Martin T.
1
Cameron, Adrian Colin
1
Chewlow, Les
1
Chu, Liya
1
Dieci, Roberto
1
Dross, Alexander
1
Dungey, Mardi H.
1
Glover, Kristoffer J.
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Hall, Anthony D.
1
Hambusch, Gerhard
1
Hulley, Hardy
1
Hung, Hing
1
Hunt, Benjamin F.
1
Ignatieva, Katja
1
Kang, Boda
1
King, Boda
1
Li, Kai
1
Milunovich, George
1
Morales-Arias, Leonardo
1
Nikitopoulos, Christina Sklibosios
1
Patton, Andrew J.
1
Rendek, Renata
1
Röthig, Andreas
1
Satchell, Stephen
1
Siklos, Pierre L.
1
Silvennoinen, Annastiina
1
To, Thuy-duong
1
Tu, Jun
1
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Quantitative Finance Research Centre <Sydney>
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion paper series / IZA
2,983
Working paper / National Bureau of Economic Research, Inc.
2,569
Discussion paper / Centre for Economic Policy Research
1,417
CESifo working papers
1,387
Working paper
798
Discussion paper
709
ZEW discussion papers
565
Discussion paper / Tinbergen Institute
425
Discussion papers / Deutsches Institut für Wirtschaftsforschung
425
Discussion papers / CEPR
416
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
335
Kiel working paper
323
Finance and economics discussion series
289
IMF working papers
282
Working paper series / European Central Bank
265
Working paper series
258
Ruhr economic papers
238
Discussion paper / Deutsche Bundesbank
230
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
229
Working papers
185
GLO discussion paper
175
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150
SFB 649 discussion paper
150
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146
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146
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145
IMF working paper
145
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
139
RIETI discussion paper
138
WIFO working papers
130
Discussion paper / Center for Economic Research, Tilburg University
124
Research paper series / Swiss Finance Institute
124
International finance discussion papers
117
Staff reports / Federal Reserve Bank of New York
114
CEMMAP working papers / Centre for Microdata Methods and Practice
112
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
108
Discussion papers in economics
101
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
97
KOF working papers
96
Economics working paper
93
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ECONIS (ZBW)
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1
Heterogeneous agent models in finance
Dieci, Roberto
;
He, Xue-zhong
-
2018
Persistent link: https://www.econbiz.de/10013253829
Saved in:
2
Trading heterogeneity under information uncertainty
He, Xue-zhong
;
Zheng, Huanhuan
-
2016
Persistent link: https://www.econbiz.de/10011778029
Saved in:
3
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
4
The adaptiveness in stock markets : testing the stylized facts in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
-
Latest version: September 1, 2015
Persistent link: https://www.econbiz.de/10011777493
Saved in:
5
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
Saved in:
6
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
7
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
8
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
9
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
10
The trade-off theory revisited : on the effect of operating leverage
Glover, Kristoffer J.
;
Hambusch, Gerhard
-
2013
Persistent link: https://www.econbiz.de/10009744642
Saved in:
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