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Gäste — Professur für Ökonometrie und Statistik, insb. im...
tu-dresden.de
Date
Name
Einrichtung Michael Rockinger
Univ. Lausanne Nils Wittmann
McKinsey &...
Matthias Fengler - dblpdblp.org › Persons
dblp.org
M. Benko, Matthias Fengler, Wolfgang K. Härdle , Milos Kopa : On extracting information implied in options. Comput. Stat. 22(4): (2007) text to ...
COMFORT: A common market factor non-Gaussian returns model -...
www.sciencedirect.com
von MS Paolella · · Zitiert von: 30 — We wish to thank Tim Bollerslev, Cathy Chen, Richard Davis, Dick van Dijk, Paul Embrechts, Matthias Fengler, Eric Jondeau, Loriano Mancini, Michael McAleer, ... › pii
dblp: Intelligent Systems Design and Applications 2005
dblp.uni-trier.de
Bibliographic content of Intelligent Systems Design and Applications 2005
Identifying structural shocks to volatility through a proxy-MGARCH ...tu-dresden.de › ivw › das-institut › termine › brown-bag-seminar
tu-dresden.de
· Brown Bag Seminar Matthias Fengler (Uni St. Gallen): Identifying structural shocks to volatility through a proxy-MGARCH model.
CEQURA Conference Center for Quantitative Risk Analysis - LMU...
www.cequra.uni-muenchen.de
Jun 30, · This year's Program and Registration Form are online now. Early registration until July 21, 2019! Program committee: Francesca Biagini, Martin Boyer, Volker Deville, Christian Dorion, Matthias Fengler, Andreas Fuest, Elmar Helten, Teo Jasic, Thilo Meyer-Brandis, Stefan Mittnik, Gernot Müller, Yarema Okhrin, Marc Paolella, Sandra Paterlini, Dietmar Pfeifer, Svetlozar Rachev, Andreas Richter ...
Multivariate crash risk - ScienceDirect
www.sciencedirect.com
· Bali, Matthias Fengler, Karl Frauendorfer, Paul Karehnke, Junye Li, Ernst Maug, Andrew Patton (SoFiE Seminar Series Organizer), Marcel ...
Frankfurt MathFinance Colloquium News
www.math.uni-frankfurt.de
Frankfurt MathFinance Institute. Frankfurt MathFinance Colloquium (FMFC) ... Matthias Fengler (Sal. Oppenheim), May 19, 2005, 6:15 p.m. (Room 110, ...
Textual sentiment, option information and stock predictability
crest.science
— The Finance Seminar: Every Thursday at 4:15 pm. Time: 4:15 pm – 5:30 pm. Date: 22nd of June Place: TBD. Matthias FENGLER (St. Gallen ... › Events
Events for November 14 – June 15 – Page 4 - CREST
crest.science
Matthias Fengler – Textual sentiment, option information and stock predictability. The Finance Seminar: Every Thursday at 4:15 pm. › events › list
Anna Petronevich - Dynamical interaction between financial and...
crest.science
Matthias Fengler – Textual sentiment, option information and stock predictability · Jianfeng Yao – Identifying the number of factors from singular ...
Events for October 10 – December CRESTcrest.science › events › list
crest.science
· Matthias Fengler – Textual sentiment, option information and stock predictability. The Finance Seminar: Every Thursday at 4:15 pm.
Milos Kopa - dblpdblp.org › Persons
dblp.org
· M. Benko, Matthias Fengler, Wolfgang K. Härdle , Milos Kopa : On extracting information implied in options. Comput. Stat. 22(4): (2007).
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