Narrow search
Showing 1 - 9 of 9
Cover Image
Detecting money market bubbles
Baldeaux, Jan; Ignatieva, Ekaterina; Platen, Eckhard - 2016
Persistent link: https://www.econbiz.de/10011778131
Cover Image
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
Cover Image
The affine nature of aggregate wealth dynamics
Platen, Eckhard; Rendek, Renata - 2012
Persistent link: https://www.econbiz.de/10009714011
Cover Image
Does more frequent trading increase the volatility? : theoretical evidence at asset and portfolio level
Hong, KiHoon Jimmy - 2013
Persistent link: https://www.econbiz.de/10009744631
Cover Image
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl; He, Xue-zhong; Zwinkels, Remco C. J. - 2014
Persistent link: https://www.econbiz.de/10010349280
Cover Image
Herding, trend chasing and market volatility
Di Guilmi, Corrado; He, Xue-zhong; Li, Kai - 2013
Persistent link: https://www.econbiz.de/10010213177
Cover Image
The small and large time implied volatilities in the minimal market model
Guo, Zhi; Platen, Eckhard - 2011
Persistent link: https://www.econbiz.de/10009564614
Cover Image
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl; He, Xue-zhong; Huang, Weihong; Zheng, … - 2011
Persistent link: https://www.econbiz.de/10009564621
Cover Image
Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations
Silvennoinen, Annastiina; Teräsvirta, Timo - 2005
Persistent link: https://www.econbiz.de/10003253592