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Modeling and Forecasting DAX I...
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Volatilität
Börsenkurs
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Index-Futures
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Deutschland
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Share price
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Handelsvolumen der Börse
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2000-2004
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Australien
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Daily Seasonality
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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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Derivative
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Deutscher Aktienindex
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Lazarov, Zdravetz N.
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Lazarov, Zdravetz
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Bonn Graduate School of Economics
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ECONIS (ZBW)
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Assessing the economic significance of the intra-daily volatility seasonalities
Lazarov, Zdravetz N.
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2005
Persistent link: https://www.econbiz.de/10003264009
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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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3
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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