Olivier Vergote - Veröffentlichungen allgemein

(1 - 7 von 8

)

How to Match Trades and Quotes for Nyse Stocks? by CORE

core.ac.uk

von O Vergote · · Zitiert von: 31 — Olivier VERGOTE. Econometrics. Center for Economic Studies. Discussions Paper Series (DPS) http://www.econ.kuleuven.be/ces/discussionpapers/default. › download › pdf

EconPapers: Olivier Vergote

econpapers.repec.org

Access statistics for papers by Olivier Vergote. Last updated Update your information in the RePEc Author Service. Short-id: pve

A Quantitative Mirror on the Euribor Market Using Implied ...

link.springer.com

von JM Puigvert-Gutiérrez · · Zitiert von: 12 — ... Holger Neuhaus, Jochen Schmitz, Olivier Vergote, and two anonymous referees for methodological comments, suggestions and discussions. › article

1 July CURRICULUM VITAE Eric Ghysels PRESENT ...

eghysels.web.unc.edu

von E Ghysels · — Julien Idier, Simone Manganelli and Olivier Vergote), Journal of the European. Economic Association, 15, (2017) ... › sites › › G...

How to Match Trades and Quotes for Nyse Stocks? - CORE

core.ac.uk

How to Match Trades and Quotes for Nyse Stocks? By Olivier Vergote ... for Nyse Stocks? Provided by: Research Papers in Economics. By Olivier Vergote.

A Quantitative Mirror on the Euribor Market Using Implied Probability...

link.springer.com

This paper presents a set of probability density functions for EURIBOR outturns in three months’ time, estimated from the prices of options on EURIBOR futures....