Skip navigation
A service of the
zbw
Contact
|
Imprint
|
Privacy
|
Sitemap
|
Accessibility
|
Deutsch
Home
About EconStor
About EconStor
Policy
News
Terms of use
Usage statistics
Submit
for:
institutions
authors
Search
Browse by
Author
Year of Publication
Document Type
Communities & Collections
Journals
Monographs (by Publishers)
References
FAQ
Open Access
Contact
Imprint
Privacy
Sitemap
Deutsch
Home
About EconStor
Policy
submit for institutions
submit for authors
Search
browse by Author
browse by Year of Publication
browse by Document Type
browse by Communities & Collections
browse by Journals
browse by Monographs (by Publishers)
News
Terms of use
Usage statistics
References
FAQ
Open Access
EconStor
Search
Search in:
All of EconStor
Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
Bavarian Graduate Program in Economics (BGPE), Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
Institut für Buchwissenschaft, Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
IWF - Institut für Wirtschaftsforschung, Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
Lehrstuhl für Arbeitsmarkt- und Regionalpolitik, Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
Lehrstuhl für Rechnungswesen und Prüfungswesen, Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
Lehrstuhl für Statistik und Ökonometrie, Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)
for
Current filters:
Title
Author
Subject
DDC
Date Issued
Has File(s)
Filename
File description
id
jel
series
language (ISO)
document type
ISBN
citation
ppn
Session
Journal - issue
Journal - volume
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Start a new search
Add filters:
Use filters to refine the search results.
Title
Author
Subject
DDC
Date Issued
Has File(s)
Filename
File description
id
jel
series
language (ISO)
document type
ISBN
citation
ppn
Journal - issue
Journal - volume
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Results 1-6 of 6.
Back
1
Next
Item hits:
Year of Publication
Title
Author(s)
2009
Non-Extensitivity versus informative moments for financial models: a unifying framework and empirical results
Herrmann, Klaus
2014
Components of intraday volatility and their prediction at different sampling frequencies with application to DAX and BUND futures
Herrmann, Klaus
;
Teis, Stefan
;
Yu, Weijun
2008
Models for time-varying moments using maximum entropy applied to a generalized measure of volatility
Herrmann, Klaus
2010
Volatility models with innovations from new maximum entropy densities at work
Fischer, Matthias J.
;
Gao, Yang
;
Herrmann, Klaus
2009
A note on conditional arbitrage-free maximum entropy densities for simulative option pricing
Herrmann, Klaus
2015
On the power and size properties of cointegration tests in the light of high-frequency stylized facts
Krauss, Christopher
;
Herrmann, Klaus
;
Teis, Stefan
Author
2
Teis, Stefan
1
Fischer, Matthias J.
1
Gao, Yang
1
Krauss, Christopher
1
Yu, Weijun
year of Publication
1
2015
1
2014
1
2010
2
2009
1
2008