Suchergebnisse - Scheicher, Martin

GARCH vs stochastic volatility: option pricing and risk management

von Lehar, Alfred, Scheicher, Martin, Schittenkopf, Christian

Nonlinear dynamics: evidence for a small stock exchange

von Scheicher, Martin

Asset pricing with time-varying covariances: evidence for the German stock market

von Scheicher, Martin

Linear Time-Invariant Systems, Behaviors and Modules

von Oberst, Ulrich, Scheicher, Martin, Scheicher, Ingrid

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The anatomy of the Euro area interest rate swap market

von Dalla Fontana, Silvia, Holz auf der Heide, Marco, Pelizzon, Loriana, Scheicher, Martin

The pricing subprime mortgage risk in good times and bad: evidence from the ABX.HE indices

von Fender, Ingo 1969-, Scheicher, Martin

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A value at risk analysis of credit default swaps

von Scheicher, Martin, Raunig, Burkhard

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How has CDO market pricing changed during the turmoil?: evidence from CDS index tranches

von Scheicher, Martin

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Asset correlations and credit portfolio risk: an empirical analysis

von Düllmann, Klaus, Scheicher, Martin, Schmieder, Christian 1976-

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Modelling the implied probability of stock market movements

von Glatzer, Ernst, Scheicher, Martin

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