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~type_genre:"Handbook"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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The adaptiveness in stock markets : testing the stylized facts in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
-
Latest version: September 1, 2015
Persistent link: https://www.econbiz.de/10011777493
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2
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
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3
Using dynamic copulae for modeling dependency in currency denominations of a diversifed world stock index
Ignatieva, Katja
;
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663090
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4
Empirical behavior of a world stock index from intra-day to monthly time scales
Breymann, Wolfgang
;
Lüthi, David
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10003857529
Saved in:
5
Modelling co-movements and tail dependency in the international stock market via copulae
Ignatieva, Katja
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662352
Saved in:
6
Approximating the growth optimal portfolio with a diversified world stock index
Le, Truc
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003384031
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7
On the distributional characterization of log-returns of a world stock index
Fergusson, Kevin
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002765045
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8
Local volatility function models under a benchmark approach
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253940
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9
Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253944
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10
Forecasting stock index volatility : the incremental information in the intraday high-low price range
Corrado, Charles Joseph
;
Truong, Cameron
-
2004
Persistent link: https://www.econbiz.de/10002253950
Saved in:
11
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253953
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12
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250902
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