28 Treffer für Schlagwort = "Volatilität"

• Abelian theorems for stochastic volatility models with application to the estimation of jump activity of volatility Belomestny, Denis ; Panov, Vladimir [Dortmund] : SFB 823, 2011

• Bayesian semiparametric multivariate stochastic volatility with an application to international volatility co-movements Zaharieva, Martina Danielova ; Trede, Mark ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2017

• Big in Japan global volatility transmission between asses and trading places Masuhr, Andreas Münster : Center for Quantitative Economics, 2019

• Coherent price systems and uncertainty-neutral valuation Beißner, Patrick Bielefeld : Bielefeld University, Center for Mathematical Economics, November 2013

• Correcting intraday periodicity bias in realized volatility measures Dette, Holger ; Golosnoy, Vasyl ; Kellermann, Janosch Dortmund : Universitätsbibliothek Dortmund, 2020

• Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing Messow, Philip [Dortmund] : SFB 823, July 3, 2013

• The dynamics of earnings in Germany evidence from social security records Bönke, Timm ; Giesecke, Matthias ; Lüthen, Holger Bochum : Ruhr-Univ. Bochum, 2015

• The effect of index futures trading on volatility three markets for chinese stocks Bohl, Martin T. ; Diesteldorf, Jeanne ; Siklos, Pierre L. Münster : Center for Quantitative Economics, 2014

• Estimation of integrated volatility of volatility with applications to goodness-of-fit testing Vetter, Mathias [Dortmund] : SFB 823, 2011

• Forecasting volatility in cryptocurrency markets Segnon, Mawuli ; Bekiros, Stelios Münster : Center for Quantitative Economics, 2019

• Fourier methods for analysing piecewise constant volatilities Wornowizki, Max ; Fried, Roland ; Meintanis, Simos G. Dortmund : Universitätsbibliothek Dortmund, August 9, 2016

• Inflation expectation uncertainty in a New Keynesian framework Fuest, Angela ; Schmidt, Torsten Essen, Germany : RWI – Leibniz-Institut für Wirtschaftsforschung ; Bochum, Germany : Ruhr-Universität Bochum (RUB), Department of Economics, 2020

• Inflation expectation uncertainty, inflation and the output gap Fuest, Angela ; Schmidt, Torsten Bochum ; Dortmund ; Duisburg ; Essen : Rheinisch-Westfälisches Institut für Wirtschaftsforschung, 2017

• The market price of risk for delivery periods pricing swaps and options in electricity markets Kemper, Annika ; Schmeck, Maren D. ; Balci, Anna KH. Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, April 2020

• Measurement errors in index trader positions data is the price pressure hypothesis still invalid? Bohl, Martin T. ; Branger, Nicole ; Trede, Mark Münster : Center for Quantitative Economics, 2019

• Are multifractal processes suited to forecasting electricity price volatility? evidence from Australian intraday data Segnon, Mawuli ; Lau, Chi Keung ; Wilfling, Bernd ; Gupta, Rangan Münster : Center for Quantitative Economics, 2017

• A new combination approach to reducing forecast errors with an application to volatility forecasting Weigt, Till ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2016

• A new stock-price bubble with stochastically deflating trajectories Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2017

• Periodically collapsing Evans bubbles and stock-price volatility Rotermann, Benedikt ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2013

• Pricing interest rate derivatives under volatility uncertainty Hölzermann, Julian Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, March 2020