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source:"econis"
~subject:"Volatility"
~type_genre:"Hochschulschrift"
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ECONIS (ZBW)
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1
Essays on high-frequency and financial data analysis
Benvenuti, Francesco
-
2021
Persistent link: https://www.econbiz.de/10013041293
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2
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012940057
Saved in:
3
Financial point process modelling, the endo-exo problem, flash crashes and the excess volatility puzzle explained
Wehrli, Alexander
-
2021
Persistent link: https://www.econbiz.de/10012602548
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4
Modeling and forecasting of realized covariance matrices of asset returns using state-space models
Hartkopf, Jan Patrick
-
2021
Persistent link: https://www.econbiz.de/10013264907
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5
Hawkes processes for modeling event arrivals on the intraday market for electricity deliveries in Germany and their use in optimal market maker pricing
Luckner, Nikolaus von <Graf>
-
2021
Persistent link: https://www.econbiz.de/10013342136
Saved in:
6
Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon
-
2020
Persistent link: https://www.econbiz.de/10012415028
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7
Modelling and forecasting fractional volatility
Bolko, Anine Eg
-
2020
Persistent link: https://www.econbiz.de/10012522449
Saved in:
8
Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives
Santini, Amia
-
2022
1 Abstract -- 2 Introduction -- 3 Chapter I: Literature on the subject of excess volatility -- 4 Chapter II: Excess volatility beyond discount rates -- 5 Chapter III: Evidence of excess volatility in the Eurozone market -- 6 Conclusions.
Persistent link: https://www.econbiz.de/10013192353
Saved in:
9
Optimal procurement and inventory control in volatile commodity markets : advances in stochastic and data-driven optimization
Mandl, Christian
-
2019
Persistent link: https://www.econbiz.de/10012104904
Saved in:
10
Volatility modeling with high-frequency data and news announcements
Bodilsen, Simon
-
2019
-
This version: May 28, 2019
Persistent link: https://www.econbiz.de/10012519411
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