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Econometric analysis of international financial markets
Dimpfl, Thomas - 2010
Persistent link: https://www.econbiz.de/10008856799
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Where is the market? : three econometric approaches to measure contributions to price discovery
Peter, Franziska Julia - 2011
Persistent link: https://www.econbiz.de/10009152707
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Exogenous variables in dynamic conditional correlation models for financial markets
Schopen, Jan-Hendrik - 2012
Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this dissertation, I analyze determinants of conditional correlations. Specifically, I propose the generalized DCCX model that facilitates the analysis of the effects of exogenous...
Persistent link: https://www.econbiz.de/10009698136
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Essays in empirical finance : volatility, interdependencies, and risk in emerging markets
Johansson, Anders C. - 2007
Persistent link: https://www.econbiz.de/10013382940
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Models of information, trading and volatility for stock returns
Zhu, Min - 1996
Persistent link: https://www.econbiz.de/10001387639
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State-dependent dynamics and interdependence of global financial markets
Maderitsch, Robert - 2015
Persistent link: https://www.econbiz.de/10011326904
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Modelling nonlinearities in the German stock market
Robé, Sophie - 1999
Persistent link: https://www.econbiz.de/10001356393
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Stock market volatility : estimation and causes ; an investigation into the nature of stock market risk
Jochum, Christian - 1999
Persistent link: https://www.econbiz.de/10001364018
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Financial volatility, dynamic correlations and macroeconomic fundamentals
Stürmer, Karin - 2015
Persistent link: https://www.econbiz.de/10011454803