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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~institution:"Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>"
~subject:"Volatility"
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Centre for Analytical Finance <Århus>
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Canadian and US financial markets : testing the international integration hypothesis under time-varying conditional volatility
Normandin, Michel
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002012784
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Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
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1998
Persistent link: https://www.econbiz.de/10000978870
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Financial liberalization and business cycles : the experience of countries in the Baltics and Central Eastern Europe
Vinhas de Souza, Lúcio
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002235311
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Towards a joint characterization of monetary policy and the dynamics of the term structure of interest rates
Fendel, Ralf
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002235381
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Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
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1997
Persistent link: https://www.econbiz.de/10013440872
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