Narrow search
Showing 1 - 10 of 52,481
Cover Image
Wechselkurssensitivitäten deutscher international aktiver Unternehmen
Schieszl, Sven - 2000
Persistent link: https://www.econbiz.de/10001448897
Cover Image
The impact of the introduction of index futures contracts on the price volatility in the underlying stock market
Hsu, Philip - 2000
Persistent link: https://www.econbiz.de/10001552786
Cover Image
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
Cover Image
Integration und Volatilität bei Emerging Markets
Herrmann, Frank - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003109018
Cover Image
Integration und Volatilität bei Emerging Markets
Herrmann, Frank - 2005 - Gabler Edition Wissenschaft
Charakteristisch für Emerging Markets sind hohe Aktienrenditen und eine geringe Korrelation mit den Aktienrenditen der entwickelten Märkte, so dass durch Diversifikation der Investmentanlagen eine Verringerung des Portfoliorisikos erreicht werden kann. Die zunehmende Integration...
Persistent link: https://www.econbiz.de/10013517438
Cover Image
The Joint Cross Section of Stocks and Options
Ang, Andrew - 2012
increases in implied volatility over the next month, but realized volatility tends to decrease. The results are consistent with …
Persistent link: https://www.econbiz.de/10013116493
Cover Image
The Joint Cross Section of Stocks and Options
An, Byeong-Je - 2014
volatility over the next month, but with decreasing realized volatility. These predictability patterns are consistent with …
Persistent link: https://www.econbiz.de/10013066588
Cover Image
The Joint Cross Section of Stocks and Options
An, Byeong-Je - 2013
volatility over the next month, but with decreasing realized volatility. These predictability patterns are consistent with …
Persistent link: https://www.econbiz.de/10013073570
Cover Image
The Joint Cross Section of Stocks and Options
An, Byeong-Je - 2014
volatility over the next month, but with decreasing realized volatility. These predictability patterns are consistent with …
Persistent link: https://www.econbiz.de/10013062479
Cover Image
An asset return model capturing stylized facts
Rogers, Leonard C. G.; Zhang, Liang - In: Mathematics and financial economics 5 (2011) 2, pp. 101-119
Persistent link: https://www.econbiz.de/10009315539