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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Search: subject_exact:"Stock market index"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Applied financial economics
95
International review of financial analysis
65
The journal of futures markets
62
Finance research letters
56
IMF Working Papers
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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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
Saved in:
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
Saved in:
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
Saved in:
4
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:
5
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:
6
Approximating the growth optimal portfolio with a diversified world stock index
Le, Truc
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003384031
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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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