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type_genre:"Graue Literatur"
subject:"Börsenkurs"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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154
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87
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How precise are price distributions predicted by implied binomial trees?
Härdle, Wolfgang
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10001653655
Saved in:
2
Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter
-
2002
Persistent link: https://www.econbiz.de/10001666561
Saved in:
3
Testing the diffusion coefficient
Kleinow, Torsten
-
2002
Persistent link: https://www.econbiz.de/10001684924
Saved in:
4
Hedging and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
Saved in:
5
Financial price fluctuations in a stock market model with many interacting agents
Horst, Ulrich
-
2001
Persistent link: https://www.econbiz.de/10001609562
Saved in:
6
Extracting implicit density functions from short term interest rate options
Nielsen, Hannah
-
2001
Persistent link: https://www.econbiz.de/10001613546
Saved in:
7
Initial offerings of options
Müller, Sigrid M.
-
2001
Persistent link: https://www.econbiz.de/10001595494
Saved in:
8
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
9
Random times at which insiders can have free lunches
Imkeller, Peter
-
2001
Persistent link: https://www.econbiz.de/10001618705
Saved in:
10
Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein
-
2000
Persistent link: https://www.econbiz.de/10001582162
Saved in:
11
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
12
Risk premia and financial modelling without measure transformation
Platen, Eckhard
-
2000
Persistent link: https://www.econbiz.de/10001555317
Saved in:
13
A minimal financial market model
Platen, Eckhard
-
2000
Persistent link: https://www.econbiz.de/10001558562
Saved in:
14
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
-
1999
Persistent link: https://www.econbiz.de/10001377693
Saved in:
15
No free lunch for large investors
Bank, Peter
-
1999
Persistent link: https://www.econbiz.de/10001389063
Saved in:
16
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter
(
contributor
);
Härdle, Wolfgang
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001413436
Saved in:
17
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413478
Saved in:
18
Die Simulation langfristiger Überrenditen
Erhardt, Olaf
;
Koerstein, Ralf
-
1999
Persistent link: https://www.econbiz.de/10001424082
Saved in:
19
Ergodic fluctuations in a stock market model with interacting agents
Horst, Ulrich
-
1999
Persistent link: https://www.econbiz.de/10001470275
Saved in:
20
Semiparametric estimation and prediction for time series cross sectional data
Bunke, Olaf
-
1998
Persistent link: https://www.econbiz.de/10000992278
Saved in:
21
A note on stochastic volatility, GARCH models, and hyperbolic distributions
Jaschke, Stefan R.
-
1998
Persistent link: https://www.econbiz.de/10000992329
Saved in:
22
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
23
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
24
Modeling the Deutsche Telekom IPO using a new ACD specification : an application of the Burr-ACD model using high frequency Ibis data
Grammig, Joachim
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000992448
Saved in:
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