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Theory
Index-Futures
7
Schätzung
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Börsenkurs
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Deutschland
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Estimation
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Index futures
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Clustering
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2000-2004
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Dauer
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Density forecasts Acknowledgements: The authors are most grateful to a referee for helpful comments and suggestions. This paper forms part of an ARC Linkage Grant research project
1
Density forecasts Acknowledgements: This paper forms part of an ARC Linkage Grant research project
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Derivat
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Deutscher Aktienindex
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Lazarov, Zdravetz N.
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Allen, David E.
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Lazarov, Zdravetz
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McAleer, Michael
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Bonn Graduate School of Economics
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ECONIS (ZBW)
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Three essays on the econometrics of options markets
Lazarov, Zdravetz N.
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2004
Persistent link: https://www.econbiz.de/10002613885
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Modeling and forecasting DAX index volatility
Lazarov, Zdravetz
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040246
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Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
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contributor
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2007
Persistent link: https://www.econbiz.de/10003805629
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