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Börsenkurs
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38
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Wagner, Niklas F.
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Kinateder, Harald
4
Wagner, Niklas
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Aboura, Sofiane
2
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Finance research letters
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ECONIS (ZBW)
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Der VDAX als Schätzer der zukünftigen Volatilität
Wagner, Niklas F.
- In:
Die Bank
(
1995
),
pp. 738-741
Persistent link: https://www.econbiz.de/10001192821
Saved in:
2
A market model with time-varying moments and results on Neuer Markt stock returns
Wagner, Niklas F.
-
2001
Persistent link: https://www.econbiz.de/10001662098
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3
Alternative model specifications for implied volatility measured by the German VDAX
Wagner, Niklas F.
;
Szimayer, Alexander
- In:
Kredit und Kapital
34
(
2001
)
4
,
pp. 590-618
Persistent link: https://www.econbiz.de/10001654495
Saved in:
4
Wann beginnt die Krise? : Ein Blick auf Finanzmarktrenditen
Locarek-Junge, Hermann
;
Straßberger, Mario
;
Wagner, …
- In:
Krisenkommunikation : 5. Dresdner Kolloquium an der …
,
(pp. 142-152)
.
2003
Persistent link: https://www.econbiz.de/10002063628
Saved in:
5
Derivative securities pricing and modelling
Batten, Jonathan A.
(
contributor
); …
-
2012
-
1. ed.
Persistent link: https://www.econbiz.de/10009574776
Saved in:
6
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
7
Extreme asymmetric volatility : stress and aggregate asset prices
Aboura, Sofiane
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 47-59
Persistent link: https://www.econbiz.de/10011475918
Saved in:
8
How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
; …
- In:
Finance research letters
21
(
2017
),
pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
Saved in:
9
The betting against beta anomaly : fact or fiction?
Buchner, Axel
;
Wagner, Niklas F.
- In:
Finance research letters
16
(
2016
),
pp. 283-289
Persistent link: https://www.econbiz.de/10011656225
Saved in:
10
On the pricing of overnight market risk
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1307-1327
Persistent link: https://www.econbiz.de/10012285567
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