Titlebook: Econometric Analysis of Financial Markets; Jürgen Kaehler,Peter Kugler Conference proceedings 1994 Springer-Verlag Berlin Heidelberg 1994

監(jiān)禁

凝乳

擋泥板

整潔

right-atrium

https://doi.org/10.1007/978-3-319-14556-3The mixtures of normal distributions capture well the leptokurtosis of the data whereas the Markovswitching models capture both the leptokurtosis and the heteroskedasticity. There is strong evidence against Gaussian white noise in high-frequency data. Foreign-currency option prices derived under the

Sigmoidoscopy

Gift Exchange and the Diplomacy,This paper analyses different properties of the Swiss franc/U.S.-$- and the Swiss franc/DM-exchange rate. The first one behaves according to a switching regime model, while the second rate is part of a linear error correction model.

Mangle

Constructing an Empirical Model for Swiss Franc Exchange Rates and Interest Rate Differentials,This paper analyses different properties of the Swiss franc/U.S.-$- and the Swiss franc/DM-exchange rate. The first one behaves according to a switching regime model, while the second rate is part of a linear error correction model.

innate

Econometric Analysis of Financial Markets978-3-642-48666-1Series ISSN 1431-8830 Series E-ISSN 2196-8950

托人看管

1431-8830 Overview: 978-3-642-48668-5978-3-642-48666-1Series ISSN 1431-8830 Series E-ISSN 2196-8950

戰(zhàn)勝

Consumers: Markets, Publics and Audiences,is null distribution is not robust to .-effects and to non-existing variances, both of which are typical for common stock returns. These results are then applied to several stocks traded on the Frankfurt stock exchange, with the result that the ”significance” of empirical autocorrelations is in general reduced.