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~person:"Andrianov, Dmitry"
~person:"Füss, Roland"
~subject:"Börsenkurs"
~subject:"Oil price"
~type_genre:"Aufsatz im Buch"
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Financial econometrics and empirical market microstructure
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Handbuch Alternative Investments ; Bd. 1
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Construction and backtesting of a multi-factor stress-scenario for the stock market
Boldyrev, Kirill
;
Andrianov, Dmitry
;
Ivliev, Sergey
- In:
Financial econometrics and empirical market microstructure
,
(pp. 37-45)
.
2015
Persistent link: https://www.econbiz.de/10011326724
Saved in:
2
Univariate und Multivariate Modellierung täglicher Volatilitäten von Rohstoff-Futures
Füss, Roland
;
Glück, Thorsten
;
Tilmes, Rolf
- In:
Management von Rohstoffrisiken : Strategien, Märkte …
,
(pp. 425-441)
.
2010
Persistent link: https://www.econbiz.de/10003902619
Saved in:
3
Modellierung von Volatilitäten für Hedgefonds-Strategien
Füss, Roland
;
Rehkugler, Heinz
-
2006
Persistent link: https://www.econbiz.de/10003376858
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