2 Treffer für Schlagwort = "ARCH-Prozess"

• Do individual index futures investors destabilize the underlying spot market? Bohl, Martin T. ; Salm, Christian ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2009

• Spot market volatility and futures trading the pitfalls of using a dummy variable approach Bohl, Martin T. ; Diesteldorf, Jeanne ; Salm, Christian ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2014