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Event-Study-Methodik und statistische Signifikanz
Holler, Jochen - 2012
Persistent link: https://www.econbiz.de/10009673383
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Informationsaggregation und Insidererkennung in Finanzmärkten
Nöth, Markus - 1998
Persistent link: https://www.econbiz.de/10000651175
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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Econometrics of Financial High-Frequency Data
Hautsch, Nikolaus - 2012
1 Introduction -- 2 Microstructure Foundations -- 3 Empirical Properties of High-Frequency Data -- 4 Financial Point Processes -- 5 Univariate Multiplicative Error Models -- 6 Generalized Multiplicative Error Models -- 7 Vector Multiplicative Error Models -- 8 Modelling High-Frequency Volatility...
Persistent link: https://www.econbiz.de/10014015549
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Macroeconomic factors and asset prices : an empirical investigation
Mitrache, Andreea - 2015
Persistent link: https://www.econbiz.de/10011439183
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Earnings guidance and market uncertainty
Rogers, Jonathan L.; Skinner, Douglas J.; Van Buskirk, … - In: Journal of accounting & economics 48 (2009) 1, pp. 90-109
Persistent link: https://www.econbiz.de/10003896926
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Long-memory dynamic power volatility and market risk evaluation of Brent crude oil markets
Chin, Wen Cheong - In: The Journal of energy and development 36 (2010/11) 1/2, pp. 243-272
Persistent link: https://www.econbiz.de/10009666074
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Value-at-risk adjusted to the specificities of emerging markets : an analysis for the Tunisian market
Snoussi, Wafa; El-Aroui, Mhamed-Ali - In: International journal of emerging markets 7 (2012) 1, pp. 86-100
Persistent link: https://www.econbiz.de/10009547204
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Evaluating stock index return value-at-risk estimates in South Africa : comparative evidence for symmetric, asymmetric and long memory GARCH models
McMillan, David G.; Thupayagale, Pako - In: Journal of emerging market finance 9 (2010) 3, pp. 325-345
Persistent link: https://www.econbiz.de/10009156610