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GARCH vs. stochastic volatilit...
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Germany
Kreditderivat
37
Credit derivative
36
Welt
32
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30
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30
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26
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26
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26
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22
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systemic risk
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10
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English
13
German
3
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Scheicher, Martin
14
Glatzer, Ernst
8
Craig, Ben R.
3
Keller, Joachim
2
Lehar, Alfred
2
Randl, Otto
2
Bekaert, Geert
1
Dockner, Engelbert J.
1
Hoerova, Marie
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BIZ-Quartalsbericht
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
1
Bundesbank Series 1 Discussion Paper
1
Discussion paper / Deutsche Bundesbank
1
Economic & financial modelling : a journal of the European Economics and Financial Centre
1
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Finanzmarkt und Portfolio-Management
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Finanzmarktstabilitätsbericht
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Review of finance : journal of the European Finance Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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ECONIS (ZBW)
16
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1
Asset pricing with time-varying covariances : evidence for the German stock market
Scheicher, Martin
-
1996
Persistent link: https://www.econbiz.de/10000982464
Saved in:
2
Bestimmungsfaktoren der Risikoaversion von Anlegern : eine empirische Untersuchung mit Tagesdaten des deutschen Aktienmarktes
Scheicher, Martin
- In:
BIZ-Quartalsbericht
(
2003
),
pp. 73-82
Persistent link: https://www.econbiz.de/10001920582
Saved in:
3
Time-varying risk in the German stock market
Scheicher, Martin
- In:
The European journal of finance
6
(
2000
)
1
,
pp. 70-91
Persistent link: https://www.econbiz.de/10001526043
Saved in:
4
Besonderheiten von Analystenvorhersagen in Universalbanken : zur Effizienz von Chinese Walls
Lehar, Alfred
;
Randl, Otto
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
50
(
2002
)
5
,
pp. 366-370
Persistent link: https://www.econbiz.de/10001685778
Saved in:
5
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/10003333526
Saved in:
6
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/10001518563
Saved in:
7
Modelling the implied probability of stock market movements
Glatzer, Ernst
(
contributor
);
Scheicher, Martin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001749468
Saved in:
8
Wie wahrscheinlich sind Kurseinbrüche auf dem deutschen Aktienmarkt?
Glatzer, Ernst
;
Scheicher, Martin
- In:
Finanzmarktstabilitätsbericht
(
2001
),
pp. 177-188
Persistent link: https://www.econbiz.de/10001649644
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/10001883022
Saved in:
10
The forecasting performance of German stock option densities
Craig, Ben R.
;
Glatzer, Ernst
;
Keller, Joachim G.
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542704
Saved in:
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