10 Treffer für Schlagwort = "Börsenkurs"

• CUSUM-Type testing for changing parameters in a spatial autoregressive model of stock returns Wied, Dominik [Dortmund] : SFB 823, 2011

• Financial markets with volatility uncertainty Vorbrink, Jörg Bielefeld : IMW, Bielefeld University, November 2010

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

• 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

• Multiple break detection in the correlation structure of financial returns Galeano, Pedro ; Wied, Dominik [Dortmund] : SFB 823, 2011

• On equilibrium prices in continuous time Martins-da-Rocha, Victor Filipe ; Riedel, Frank Bielefeld : IMW, Bielefeld University, February 2008

• Price discovery in thinly traded futures markets how thin is too thin? Adämmer, Philipp ; Bohl, Martin T. ; Gross, Christian Münster : Center for Quantitative Economics, 2015

• Spatial dependence in stock returns - local normalization and VaR forecasts Schmitt, Thilo A. ; Schäfer, Rudi ; Wied, Dominik ; Guhr, Thomas [Dortmund] : SFB 823, 2013

• Stylized facts and simulating long range financial data Davies, Patrick Laurie ; Krämer, Walter Dortmund : Universitätsbibliothek Dortmund, [2015]

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