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~person:"Dockner, Engelbert J."
~subject:"Volatilität"
~type_genre:"Book section"
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Dockner, Engelbert J.
Belke, Ansgar
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Adaptive information systems and modelling in economics and management science
1
Optimal control and dynamic games : applications in finance, management science and economics ; [This volume is proudly dedicated by its editors and contributors to Professor Suresh P. Sethi...]
1
Wege zur Ganzheit : Festschrift für J. Hanns Pichler zum 60. Geburtstag
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ECONIS (ZBW)
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Non-linear volatility modeling in classical and Bayesian frameworks with applications to risk management
Miazhynskaia, Tatiana
;
Dockner, Engelbert J.
; …
- In:
Adaptive information systems and modelling in economics …
,
(pp. 73-98)
.
2005
Persistent link: https://www.econbiz.de/10003319811
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2
Volatility forecasts and the profitability of automated trading strategies
Dockner, Engelbert J.
;
Strobl, Günter
- In:
Optimal control and dynamic games : applications in …
,
(pp. 121-139)
.
2005
Persistent link: https://www.econbiz.de/10003108038
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3
Die Quantifizierung und Prognose des Marktrisikos
Dockner, Engelbert J.
- In:
Wege zur Ganzheit : Festschrift für J. Hanns Pichler …
,
(pp. 799-809)
.
1996
Persistent link: https://www.econbiz.de/10001296812
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