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Scheicher, Martin
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Glatzer, Ernst
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Finanzmarktstabilitätsbericht
3
Finanzmarkt und Portfolio-Management
2
BIS quarterly review : international banking and financial market developments
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Prague economic papers : quarterly journal of economic theory and policy
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1
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:
2
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:
3
What moves the tail? The determinants of the option-implied probability density function of the DAX index
Glatzer, Ernst
;
Scheicher, Martin
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 515-536
Persistent link: https://www.econbiz.de/10006813560
Saved in:
4
Nonlinear dynamics: Evidence for a small stock exchange
Scheicher, Martin
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10006300874
Saved in:
5
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:
6
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:
7
Evaluating Volatility Forecasts and Empirical Distributions in Value at Risk Models
Dockner, Engelbert J.
;
Scheicher, Martin
- In:
Finanzmarkt und Portfolio-Management
13
(
1999
)
1
,
pp. 39-55
Persistent link: https://www.econbiz.de/10006095620
Saved in:
8
Asset correlations and credit portfolio risk : an empirical analysis
Duellmann, Klaus
;
Scheicher, Martin
;
Schmieder, Christian
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
2
,
pp. 37-62
Persistent link: https://www.econbiz.de/10009932455
Saved in:
9
Modelling the implied probability of stock market movements
Scheicher, Martin
;
Glatzer, Ernst
- In:
Economic & financial modelling : a journal of the …
10
(
2003
)
4
,
pp. 153-197
Persistent link: https://www.econbiz.de/10009905008
Saved in:
10
RESEARCH PAPERS - A value-at-risk analysis of credit default swaps
Raunig, Burkhard
;
Scheicher, Martin
- In:
Journal of risk
13
(
2011
)
4
,
pp. 3-31
Persistent link: https://www.econbiz.de/10009180080
Saved in:
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