11 Treffer für Schlagwort = "Aktienmarkt"

• 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

• Discovering and disentangling effects of US macro-announcements in European stock markets Rühl, Tobias R. ; Stein, Michael Bochum [u.a.] : RWI, 2014

• 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

• Do foreign institutional investors destabilize China´s A-Share markets? Schuppli, Michael ; Bohl, Martin T. Münster : Center for Quantitative Economics, 2009

• German stock market behavior and the IFO business climate index: a copula-based Markov approach Jovanović, Mario [Dortmund] : SFB 823, 2011

• International spillovers in global asset markets Belke, Ansgar ; Dubova, Irina Bochum ; Dortmund ; Duisburg ; Essen : Rheinisch-Westfälisches Institut für Wirtschaftsforschung, 2017

• Liquidity commonality and risk management Weiß, Gregor ; Supper, Hendrik [Dortmund] : SFB 823, February 29, 2012

• Markov-switching GARCH models in finance a unifying framework with an application to the German stock market Reher, Gerrit ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2011

• The other january effect international evidence Bohl, Martin T. ; Salm, Christian Münster : Center for Quantitative Economics, 2009

• Retrospective identification of bull and bear markets a new, but simple algorithm Hoepfner, Marcel Bielefeld, Germany : Universität Bielefeld, Faculty of Business Administration and Economics, January 2018

• Sup-ADF-style bubble-detection methods under test Monschang, Verena ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2019