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Handbook on Information Technology in Finance

Editor

Listed:
  • Detlef Seese
    (University of Karlsruhe (TH))

  • Christof Weinhardt
    (University of Karlsruhe (TH))

  • Frank Schlottmann
    (Gillardon AG financial software)

Abstract

No abstract is available for this item.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, December.
    • Handle: RePEc:spr:ihinfo:978-3-540-49487-4
    DOI: 10.1007/978-3-540-49487-4
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    References listed on IDEAS

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    19. BAUWENS, Luc & HAUTSCH, Nikolaus, 2006. "Modelling financial high frequency data using point processes," LIDAM Discussion Papers CORE 2006080, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    20. Robert Mundell, 2000. "Currency Areas, Exchange Rate Systems and International Monetary Reform," Journal of Applied Economics, Universidad del CEMA, vol. 3, pages 217-256, November.
    21. Stephen S. Golub, 2003. "Measures of Restrictions on Inward Foreign Direct Investment for OECD Countries," OECD Economic Studies, OECD Publishing, vol. 2003(1), pages 85-116.
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    25. Muhammad S Al-Jasser & Ahmed Banafe, 2002. "The development of debt markets in emerging economies: the Saudi Arabian experience," BIS Papers chapters, in: Bank for International Settlements (ed.), The development of bond markets in emerging economies, volume 11, pages 178-182, Bank for International Settlements.
    26. Mark Carey & René M. Stulz, 2007. "The Risks of Financial Institutions," NBER Books, National Bureau of Economic Research, Inc, number care06-1.
    27. W. Brian Arthur & Paul Tayler, "undated". "Asset Pricing Under Endogenous Expectations in an Artificial Stock Market," Computing in Economics and Finance 1997 57, Society for Computational Economics.
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    30. Peter M Robinson & Carlos Velasco, 2000. "Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.)," STICERD - Econometrics Paper Series 391, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    31. Morana, Claudio & Beltratti, Andrea, 2004. "Structural change and long-range dependence in volatility of exchange rates: either, neither or both?," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 629-658, December.
    32. Man-Chung CHAN & Chi-Cheong WONG & Bernard K-S Cheung & Gordon Y-N Tang, 2002. "Genetic Algorithms in Multi-Stage Portfolio Optimization System," Computing in Economics and Finance 2002 165, Society for Computational Economics.
    33. Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, in: The Risks of Financial Institutions, pages 513-544, National Bureau of Economic Research, Inc.
    34. S. V. Stoyanov & S. T. Rachev & F. J. Fabozzi, 2007. "Optimal Financial Portfolios," Applied Mathematical Finance, Taylor & Francis Journals, vol. 14(5), pages 401-436.
    35. Carl Chiarella & Xue-Zhong He, 2005. "An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 269-285, Springer.
    36. Tripp, Michael Howard & Bradley, H. L. & Devitt, R. & Orros, G. C. & Overton, G. L. & Pryor, L. M. & Shaw, R. A., 2004. "Quantifying Operational Risk in General Insurance Companies. Developed by a Giro Working Party," British Actuarial Journal, Cambridge University Press, vol. 10(5), pages 919-1012, December.
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    39. Bollerslev, Tim & Zhang, Benjamin Y. B., 2003. "Measuring and modeling systematic risk in factor pricing models using high-frequency data," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 533-558, December.
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    43. Paul F. M. Krabbe & Eddy M. M. Adang & Peep F. M. Stalmeier & Bruce R. Schackman & John Brazier & Milton C. Weinstein, 2003. "Letter to the Editor," Medical Decision Making, , vol. 23(6), pages 542-543, November.
    44. K. J. Martijn Cremers, 2002. "Stock Return Predictability: A Bayesian Model Selection Perspective," The Review of Financial Studies, Society for Financial Studies, vol. 15(4), pages 1223-1249.
    45. Levy, Haim & Levy, Moshe & Solomon, Sorin, 2000. "Microscopic Simulation of Financial Markets," Elsevier Monographs, Elsevier, edition 1, number 9780124458901.
    46. Balzer Peter, 2000. "Haftung von Direktbanken bei Nichterreichbarkeit," Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB), RWS Verlag, vol. 12(4), pages 258-268, August.
    47. Jay Shanken & Ane Tamayo, 2001. "Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield," NBER Working Papers 8666, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Beck Alexander & Kim Young Shin Aaron & Rachev Svetlozar & Feindt Michael & Fabozzi Frank, 2013. "Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 167-177, April.

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