„spot volatility“

Suchergebnisse

1.000+ Treffer

• Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models
  Benschop, Thijs ; López Cabrera, Brenda 2014 Humboldt-Universität zu Berlin
• Index Future Trading and Spot Market Volatility in Frontier Markets: Evidence from Ho Chi Minh Stock Exchange
  Loc Dong Truong ; Nguyen Thi Kim Anh ; Vo, Van Dut
• The rapid rise of Russia's wheat exports – Price formation, spot-futures relations and volatility effects
  Heigermoser, Maximilian 2023 Leibniz Institute of Agricultural Development in Transition Economies (IAMO)
• Change points and uniform confidence for spot volatility
  Madensoy, Mehmet ; Bibinger, Markus 2020 Universitätsbibliothek Mannheim
• Volatility Decomposition and Nonparametric Estimation of Spot Volatility of Models with Poisson Sampling under Market Microstructure Noise
  Sophon Tunyavetchakit ; Dahlhaus, Rainer 2016 Universitätsbibliothek Heidelberg
• Simultaneous Confidence Statements about the Diffusion Coefficient of an Itô-Process with Application to Spot Volatility Estimation
  Sabel, Till ; Munk, Axel ; Dümbgen, Lutz 2014 Niedersächsische Staats- und Universitätsbibliothek Göttingen
• Nonparametric Methods in Spot Volatility Estimation
  Schmidt-Hieber, Anselm Johannes ; Munk, Axel ; Dümbgen, Lutz 2011 Niedersächsische Staats- und Universitätsbibliothek Göttingen
• A Nonlinear Analysis of Forward Premium and Volatility
  Hsu, Chiente ; Kugler, Peter
• Econometric model for intraday trading on the spot foreign exchange market, considering heavy tails and volatility clustering
  Serbinenko, Anna
• Volatility modelling of CO2 spot prices
  Benschop, Thijs ; Cabrera, Brenda López ; Härdle, Wolfgang K. 2013 Humboldt-Universität zu Berlin
• Price Discovery, Causality and Volatility Spillovers in European Union Allowances Phase II: A High Frequency Analysis
  Rittler, Daniel 2009 Universitätsbibliothek Heidelberg
• Difference in the intraday return-volume relationships of spots and futures – A quantile regression approach
  Lee, Jaeram ; Lee, Geul ; Ryu, Doojin 2018 Kiel Institute for the World Economy (IfW)
• Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise
  Reiß, Markus 2011 Humboldt-Universität zu Berlin
• Long memory and fractional integration in high frequency data on the US Dollar
  Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. 2013 Deutsches Institut für Wirtschaftsforschung (DIW)
• Long memory and fractional integration in high frequency financial time series
  Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. 2010 Deutsches Institut für Wirtschaftsforschung (DIW)
• A central limit theorem for the functional estimation of the spot volatility
  Ngo, Hoang-Long ; Ogawa, Shigeyoshi
• Bond price representations and the volatility of spot interest rates
  Ritchken, Peter H. ; Sankarasubramanian, L.
• Forecasting Volatility Returns of Oil Price Using Gene Expression Programming Approach
  Amo Baffour, Alexander ; Jingchun, Feng ; Fan, Liwei ; Buanya, Beryl Adormaa
• Realized volatility and jump testing in the Japanese electricity spot market
  Ciarreta, Aitor ; Muniain, Peru ; Zarraga, Ainhoa
• The difference in the intraday return-volume relationships of spot and futures: a quantile regression approach
  Lee, Jaeram ; Lee, Geul ; Ryu, Doojin