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Publications by Elmar Steurer

Empirical Analysis of VDAX and VSTOXX as Major Volatility Indices in the EU Including Forecasting Tools

Journal of Financial Risk Management

English

Capital Structures in German Small and Mid Caps: Does Trade-Off or Pecking Order Theory Explain Current Reality Better?

Journal of Financial Risk Management

English

Related publications

An Empirical Study of the Dynamics of Implied Volatility Indices: International Evidence

Quantitative Finance Letters

English

Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility

English

Determination of Forecasting Technical and Economic Indices Exploitation Underground Water for Empirical Relationships

Visnyk of Taras Shevchenko National University of Kyiv. Geology

English

Value-At-Risk Modeling and Forecasting With Range-Based Volatility Models: Empirical Evidence

Revista Contabilidade e Financas

English

Intraday Volatility Forecasting From Implied Volatility

International Journal of Managerial Finance

English

Options Introduction and Volatility in the EU ETS

Resources and Energy Economics

English

Sustainability Indices in the Financial Markets, Performance and Intraday Volatility Analysis: The Case of Turkey

Journal of Business Research - Turk

English

Introduction: The EU as International Mediator – Theoretical and Empirical Perspectives

International Negotiation

International Relations

Political Science

English

Forecasting Volatility of the U.S. Oil Market

SSRN Electronic Journal

English