Similar Search Results - EconBiz

Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets

Mittnik, Stefan; Rieken, Sascha - In: The journal of futures markets 20 (2000) 5, pp. 405-424

Persistent link: https://www.econbiz.de/10001500108

Lower-boundary violations and market efficiency : evidence from the German DAX-index options market

Mittnik, Stefan; Rieken, Sascha - 1999

Persistent link: https://www.econbiz.de/10001410538

Put-call parity and the informational efficiency of the German DAX-index option market

Mittnik, Stefan - 1996

Persistent link: https://www.econbiz.de/10001410598

Lower‐boundary violations and market efficiency: Evidence from the German DAX‐index options market

Mittnik, Stefan; Rieken, Sascha - In: Journal of Futures Markets 20 (2000) 5, pp. 405-424

The informational efficiency of the market for options on the German stock index DAX is examined using intraday transactions data. Problems of previous studies on options‐market efficiency, arising from dividend estimation and the early‐exercise effect, are avoided, because the DAX is a...

Persistent link: https://www.econbiz.de/10011197613

Lower-boundary Violations and Market Efficiency: Evidence from the German DAX-index Options Market

Mittnik, Stefan; Rieken, Sascha - In: The journal of futures markets 20 (2000) 5, pp. 405-424

Persistent link: https://www.econbiz.de/10006838403

Put-call parity and the informational efficiency of the German DAX-index options market

Mittnik, Stefan; Rieken, Sascha - In: International review of financial analysis 9 (2000) 3, pp. 259-280

Persistent link: https://www.econbiz.de/10007176450

Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes

Mittnik, Stefan - In: Economics letters 23 (1987) 3, pp. 279-284

Persistent link: https://www.econbiz.de/10001027025

The determination of the state covariance matrix of moving-average processes without computation

Mittnik, Stefan - In: Economics letters 23 (1987) 2, pp. 177-179

Persistent link: https://www.econbiz.de/10001027051

Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models

Mittnik, Stefan - In: Journal of economic dynamics & control 15 (1991) 4, pp. 731-740

Persistent link: https://www.econbiz.de/10001111238

Macroeconomic forecasting using pooled international data

Mittnik, Stefan - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 205-208

Persistent link: https://www.econbiz.de/10001086690

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