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type_genre:"Forschungsbericht"
~subject:"Cointegration"
~subject:"Volatility"
~type_genre:"Gutachten"
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Ursachen von Preispeaks, -einbrüchen und -trends bei mineralischen Rohstoffen : "Auftragsstudie"
Bräuninger, Michael
;
Leschus, Leon
;
Rossen, Anja
-
2013
-
Stand: April 2013
Persistent link: https://www.econbiz.de/10010351684
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2
Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005559
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3
Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005584
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4
Basis convergence and long memory in volatility when dynamic hedging with SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005599
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5
Fractional cointegration of voting and non-voting shares
Dittmann, Ingolf
-
1998
Persistent link: https://www.econbiz.de/10000681350
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6
The political economy of fiscal policy : public deficits, volatility, and growth
Woo, Jaejoon
-
2006
Persistent link: https://www.econbiz.de/10008732466
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7
Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias
-
2002
Persistent link: https://www.econbiz.de/10001607573
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8
Volume and the nonlinear dynamics of stock returns
Hsu, Chiente
-
1998
Persistent link: https://www.econbiz.de/10013278146
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9
Estimating the functional components of asset price volatilities
Heid, Frank
-
1997
Persistent link: https://www.econbiz.de/10000978817
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10
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert
-
1997
Persistent link: https://www.econbiz.de/10000982947
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