30 Titel

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

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

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

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

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

• Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing Messow, Philip Elektronische Ressource, [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. Elektronische Ressource, Münster : Center for Quantitative Economics, 2014

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

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