10 Publications
2020 | Journal Article | LibreCat-ID: 16873
The Shanghai-Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH
C. Peitz, Y. Feng, B.M. Gilroy, N. Stöckmann, Asian Economic and Financial Review 10 (2020) 427–438.
LibreCat
C. Peitz, Y. Feng, B.M. Gilroy, N. Stöckmann, Asian Economic and Financial Review 10 (2020) 427–438.
2020 | Journal Article | LibreCat-ID: 16879
Die Niedrigzinspolitik der Europäischen Zentralbank
B.M. Gilroy, C. Peitz, WISU – Das Wirtschaftsstudium (2020) 94.
LibreCat
B.M. Gilroy, C. Peitz, WISU – Das Wirtschaftsstudium (2020) 94.
2019 | Book Chapter | LibreCat-ID: 16883
The Impact of Monetary Policy on Investment Bank Profitability in Unequal Economies
B.M. Gilroy, A. Golderbein, C. Peitz, N. Stöckmann, in: B. Fortz, M. Labbé (Eds.), Operations Research Proceedings 2018, Springer, 2019, pp. 201–208.
LibreCat
B.M. Gilroy, A. Golderbein, C. Peitz, N. Stöckmann, in: B. Fortz, M. Labbé (Eds.), Operations Research Proceedings 2018, Springer, 2019, pp. 201–208.
2019 | Journal Article | LibreCat-ID: 16884
Social-Trading und Copy-Trading
D. Krimphove, C. Peitz, Fintechs: Rechtliche Grundlagen Moderner Finanztechnologien (2019) 287.
LibreCat
D. Krimphove, C. Peitz, Fintechs: Rechtliche Grundlagen Moderner Finanztechnologien (2019) 287.
2018 | Conference Paper | LibreCat-ID: 4668
Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models
S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.
LibreCat
S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.
2018 | Book Chapter | LibreCat-ID: 4794
Bewertung von Wachstumsunternehmen
C. Peitz, B.M. Gilroy, V. Seiler, in: N. Crasselt, E. Lukas, S. Mölls, C. Timmreck (Eds.), Handbuch Kapitalmarktorientierte Unternehmensbewertung: Grundlagen, Methoden, Regulierung Und Branchentrends, Schäffer Poeschel, Stuttgart, 2018, pp. 103–120.
LibreCat
C. Peitz, B.M. Gilroy, V. Seiler, in: N. Crasselt, E. Lukas, S. Mölls, C. Timmreck (Eds.), Handbuch Kapitalmarktorientierte Unternehmensbewertung: Grundlagen, Methoden, Regulierung Und Branchentrends, Schäffer Poeschel, Stuttgart, 2018, pp. 103–120.
2017 | Working Paper | LibreCat-ID: 4633
A general class of SemiGARCH models based on the Box-Cox transformation
X. Zhang, Y. Feng, C. Peitz, A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.
LibreCat
X. Zhang, Y. Feng, C. Peitz, A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.
2015 | Journal Article | LibreCat-ID: 4592
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.
LibreCat
| DOI
Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.
2014 | Book Chapter | LibreCat-ID: 4603
Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model
C. Peitz, Y. Feng, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 341–356.
LibreCat
| DOI
C. Peitz, Y. Feng, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 341–356.
2013 | Journal Article | LibreCat-ID: 4596
A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification
Y. Feng, Z. Guo, C. Peitz, Journal of Industry, Competition and Trade 14 (2013) 207–228.
LibreCat
| DOI
Y. Feng, Z. Guo, C. Peitz, Journal of Industry, Competition and Trade 14 (2013) 207–228.
10 Publications
2020 | Journal Article | LibreCat-ID: 16873
The Shanghai-Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH
C. Peitz, Y. Feng, B.M. Gilroy, N. Stöckmann, Asian Economic and Financial Review 10 (2020) 427–438.
LibreCat
C. Peitz, Y. Feng, B.M. Gilroy, N. Stöckmann, Asian Economic and Financial Review 10 (2020) 427–438.
2020 | Journal Article | LibreCat-ID: 16879
Die Niedrigzinspolitik der Europäischen Zentralbank
B.M. Gilroy, C. Peitz, WISU – Das Wirtschaftsstudium (2020) 94.
LibreCat
B.M. Gilroy, C. Peitz, WISU – Das Wirtschaftsstudium (2020) 94.
2019 | Book Chapter | LibreCat-ID: 16883
The Impact of Monetary Policy on Investment Bank Profitability in Unequal Economies
B.M. Gilroy, A. Golderbein, C. Peitz, N. Stöckmann, in: B. Fortz, M. Labbé (Eds.), Operations Research Proceedings 2018, Springer, 2019, pp. 201–208.
LibreCat
B.M. Gilroy, A. Golderbein, C. Peitz, N. Stöckmann, in: B. Fortz, M. Labbé (Eds.), Operations Research Proceedings 2018, Springer, 2019, pp. 201–208.
2019 | Journal Article | LibreCat-ID: 16884
Social-Trading und Copy-Trading
D. Krimphove, C. Peitz, Fintechs: Rechtliche Grundlagen Moderner Finanztechnologien (2019) 287.
LibreCat
D. Krimphove, C. Peitz, Fintechs: Rechtliche Grundlagen Moderner Finanztechnologien (2019) 287.
2018 | Conference Paper | LibreCat-ID: 4668
Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models
S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.
LibreCat
S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.
2018 | Book Chapter | LibreCat-ID: 4794
Bewertung von Wachstumsunternehmen
C. Peitz, B.M. Gilroy, V. Seiler, in: N. Crasselt, E. Lukas, S. Mölls, C. Timmreck (Eds.), Handbuch Kapitalmarktorientierte Unternehmensbewertung: Grundlagen, Methoden, Regulierung Und Branchentrends, Schäffer Poeschel, Stuttgart, 2018, pp. 103–120.
LibreCat
C. Peitz, B.M. Gilroy, V. Seiler, in: N. Crasselt, E. Lukas, S. Mölls, C. Timmreck (Eds.), Handbuch Kapitalmarktorientierte Unternehmensbewertung: Grundlagen, Methoden, Regulierung Und Branchentrends, Schäffer Poeschel, Stuttgart, 2018, pp. 103–120.
2017 | Working Paper | LibreCat-ID: 4633
A general class of SemiGARCH models based on the Box-Cox transformation
X. Zhang, Y. Feng, C. Peitz, A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.
LibreCat
X. Zhang, Y. Feng, C. Peitz, A General Class of SemiGARCH Models Based on the Box-Cox Transformation, 2017.
2015 | Journal Article | LibreCat-ID: 4592
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.
LibreCat
| DOI
Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.
2014 | Book Chapter | LibreCat-ID: 4603
Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model
C. Peitz, Y. Feng, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 341–356.
LibreCat
| DOI
C. Peitz, Y. Feng, in: Empirical Economic and Financial Research, Springer International Publishing, Cham, 2014, pp. 341–356.
2013 | Journal Article | LibreCat-ID: 4596
A Tree-form Constant Market Share Model for Growth Causes in International Trade Based on Multi-level Classification
Y. Feng, Z. Guo, C. Peitz, Journal of Industry, Competition and Trade 14 (2013) 207–228.
LibreCat
| DOI
Y. Feng, Z. Guo, C. Peitz, Journal of Industry, Competition and Trade 14 (2013) 207–228.