Ergebnis der Recherche

Anzahl Treffer: 6

Originalarbeiten in wissenschaftlichen Fachzeitschriften mit Review-Verfahren

  1. Detailinformationen: Analyzing Volatility Transmission Using Group Transfer Entropy Thomas Dimpfl, Franziska J. Peter: Analyzing Volatility Transmission Using Group Transfer Entropy, Energy Economics, 2018 (in Druck).
  2. Detailinformationen: Price discovery in the markets for credit risk: A Markov switching approach

Dimpfl, Thomas, Peter, Franziska: Price discovery in the markets for credit risk: A Markov switching approach , Studies in Nonlinear Dynamics and Econometrics, 2016 (20) Suppl. 3: 223-249: http://dx.doi.org/10.1515/snde-2015-0032.
  3. Detailinformationen: The impact of the financial crisis on transatlantic information flows: an intraday analysis

Thomas, Dimpfl, Peter, Franziska: The impact of the financial crisis on transatlantic information flows: an intraday analysis , Journal of International Financial Markets, Institutions & Money, 2014 (31): 1-13.
  4. Detailinformationen: Tell-Tale Tails: A New Approach to Estimating Unique Market Information Shares Grammig, Joachim, Peter, Franziska: Tell-Tale Tails: A New Approach to Estimating Unique Market Information Shares, Journal of Financial and Quantitative Analysis, 2013 (48) Suppl. 2: 459-488.
  5. Detailinformationen: Using transfer entropy to measure information flows between financial markets Dimpfl, Thomas, Peter, Franziska: Using transfer entropy to measure information flows between financial markets , Studies in Nonlinear Dynamics and Econometric, 2013 (17): 85-102.
  6. Detailinformationen: Who moves first? An Intensity Based Measure for Information Flows Between Stock Exchanges
Kehrle, Kerstin, Peter, Franziska: Who moves first? An Intensity Based Measure for Information Flows Between Stock Exchanges , Journal of Banking and Finance, 2013 (37): 1629-1642.