33 Treffer für Schlagwort = "Volatilität"

• 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

• The restoration of the gold standard after the US Civil War a volatility analysis Meulemann, Max ; Uebele, Martin ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2011

• Robust inference under timevarying volatility a real-time evaluation of professional forecasters Demetrescu, Matei ; Hanck, Christoph ; Kruse, Robinson [Dortmund] : SFB 823, 2021

• The role of emerging economies in the global price formation process of commodities evidence from Brazilian and U.S. markets Bohl, Martin T. ; Gross, Christian ; Souza, Waldemar Münster : Center for Quantitative Economics, 2016

• Semi-parametric Bayesian forecasting with an application to stochastic volatility Goessling, Fabian ; Zaharieva, Martina Danielova Münster : Center for Quantitative Economics, 2017

• Short selling constraints and stock returns volatility empirical evidence from the German stock market Bohl, Martin T. ; Reher, Gerrit ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2016

• 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

• Structural change and spurious persistence in stochastic volatility Krämer, Walter ; Messow, Philip [Dortmund] : SFB 823, 2011

• Testing for change in stochastic volatility with long range dependence Betken, Annika ; Kulik, Rafal Dortmund : Universitätsbibliothek Dortmund, November 6, 2016

• Volatility transmission in overlapping trading zones Masuhr, Andreas Münster : Center for Quantitative Economics, 2017