CHCI MELLON PRESS RELEASE for IGHERT 1 HUMANITIES RESEARCH CENTRE SELECTED TO PARTICIPATE IN MAJOR ANDREW W. MELLON FOUNDATION GRANT

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• Franklin Humanities Institute
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Why a Simple Herding Model May Generate the Stylized Facts of Daily Returns: Explanation and Estimation Reiner Franke and Frank Westerhoff

Source URL: www.uni-bamberg.de

• Statistics
• Stochastic volatility
• Volatility
• Stochastic
• Chartism
• Option
• Technical analysis
• Markov chain
• Financial economics
• Mathematical finance
• Finance

Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest Reiner Franke Frank Westerhoff

Source URL: www.uni-bamberg.de

• Mathematical sciences
• Volatility
• Stochastic volatility
• Markov chain
• Economic model
• Normal distribution
• Autoregressive conditional heteroskedasticity
• Random walk
• Markov switching multifractal
• Statistics
• Mathematical finance
• Financial economics

Estimation of a Structural Stochastic Volatility Model of Asset Pricing Reiner Franke a,∗ Frank Westerhoff b November 2009 a

Source URL: www.uni-bamberg.de

• Economics
• Econometrics
• Mathematical sciences
• Technical analysis
• Options
• Stochastic volatility
• Volatility
• Economic model
• Markov chain
• Statistics
• Mathematical finance
• Estimation theory

Why a Simple Herding Model May Generate the Stylized Facts of Daily Returns: Explanation and Estimation Reiner Franke and Frank Westerhoff

Source URL: www.uni-bamberg.de

• Investment
• Stochastic volatility
• Volatility
• Technical analysis
• Stochastic
• Chartism
• Option
• Markov chain
• Financial economics
• Mathematical finance
• Finance

Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest Reiner Franke a Frank Westerhoff b,∗ October 2011 a

Source URL: www.uni-bamberg.de

• Mathematical sciences
• Volatility
• Stochastic volatility
• Markov chain
• Economic model
• Discrete choice
• Mathematical model
• Mathematical finance
• Statistics
• Economics

© Oliver Franke/Tourismus NRW e.V. K öln ist ohne Zweifel eine der aufregendsten Städte Deutschlands. Entdecken Sie die zahlreichen Sehenswürdigkeiten und lernen Sie die Gastfreundschaft und das pulsierende

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Mit Sozialkompetenz zur Medienkompetenz. HTW Chur, MMP, Social Media in der Unternehmenskommunikation[removed]Su(sanne) Franke © 2011, Goldbach Interactive

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Measurement of Structural Deformation using Terrestrial Laser Scanners Stuart GORDON, Derek LICHTI, Jochen FRANKE and Mike STEWART, Australia Key words: deformation measurement, laser scanning, modelling. SUMMARY

Source URL: www.fig.net

• Engineering
• Surveying
• Statics
• Structural system
• Deformation
• Laser scanning
• Photogrammetry
• Deflection
• Beam
• Mechanics
• Physics
• Solid mechanics

40_41_Franke_Scirocco_cremaschweiz:074_075_portrait_segafredo_crema_0308.qxd.qxd

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