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GARCH vs. stochastic volatilit...
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Scheicher, Martin
14
Lehar, Alfred
9
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3
Schittenkopf, Christian
3
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Finanzmarktstabilitätsbericht
4
Finanzmarkt und Portfolio-Management
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Journal of banking & finance
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Journal of financial intermediation
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Prague economic papers : quarterly journal of economic theory and policy
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Review of finance : journal of the European Finance Association
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OLC EcoSci
ECONIS (ZBW)
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GARCH vs. stochastic volatility: Option pricing and risk management
Lehar, Alfred
;
Scheicher, Martin
;
Schittenkopf, Christian
- In:
Journal of banking & finance
26
(
2002
)
2
,
pp. 323-346
Persistent link: https://www.econbiz.de/10005890921
Saved in:
2
Trade Versus Time Series Based Volatility Forecasts : Evidence from the Austrian Stock Market
Lehar, Alfred
;
Scheicher, Martin
;
Strobl, Günter
- In:
Finanzmarkt und Portfolio-Management
15
(
2001
)
4
,
pp. 500-515
Persistent link: https://www.econbiz.de/10006089005
Saved in:
3
The benefit of information reduction for trading strategies
Schittenkopf, Christian
;
Tino, Peter
;
Dorffner, Georg
- In:
Applied economics
34
(
2002
)
7
,
pp. 917
Persistent link: https://www.econbiz.de/10007664083
Saved in:
4
On nonlinear, stochastic dynamics in economic and financial time series
Schittenkopf, Christian
;
Dorffner, Georg
;
Dockner, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
3
,
pp. 101-121
Persistent link: https://www.econbiz.de/10009949743
Saved in:
5
The comovements of the short interest rates in Central and East European countries
Scheicher, Martin
- In:
Prague economic papers : quarterly journal of economic …
9
(
2000
)
3
,
pp. 259-268
Persistent link: https://www.econbiz.de/10009874193
Saved in:
6
Kreditderivate : Überblick und Auswirkungen auf Geldpolitik und Finanzmarktstabilität
Scheicher, Martin
- In:
Finanzmarktstabilitätsbericht
(
2003
),
pp. 108-126
Persistent link: https://www.econbiz.de/10009954177
Saved in:
7
Measuring systemic risk: A risk management approach
Lehar, Alfred
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2577-2604
Persistent link: https://www.econbiz.de/10005880394
Saved in:
8
Chinese Walls in German Banks*
Lehar, Alfred
;
Randl, Otto
- In:
Review of finance : journal of the European Finance …
10
(
2006
)
2
,
pp. 301-320
Persistent link: https://www.econbiz.de/10007266221
Saved in:
9
Risk Assessment for Banking Systems
Elsinger, Helmut
;
Lehar, Alfred
;
Summer, Martin
- In:
Management science : journal of the Institute for …
52
(
2006
)
9
,
pp. 1301-1314
Persistent link: https://www.econbiz.de/10007280024
Saved in:
10
Value-at-risk vs.building block regulation in banking
Dangl, Thomas
;
Lehar, Alfred
- In:
Journal of financial intermediation
13
(
2004
)
2
,
pp. 96-131
Persistent link: https://www.econbiz.de/10007102278
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