Sven Thorsten Von Boetticher

Sven Thorsten Von Boetticher

University of Johannesburg - Johannesburg / South Africa
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4642865
Universiteit van Johannesburg
person_outline Sven Thorsten Von Boetticher's MOST POPULAR ARTICLES
1-) Volatility spill-over between the JSE/FTSE indices and the South African RandN Oberholzer, ST von BoetticherProcedia Economics and Finance 24, 501-510, 2015192015
2-) Momentum trading on the Johannesburg Stock Exchange after the global financial crisisJ Bolton, ST Von BoetticherProcedia Economics and Finance 24, 83-92, 2015172015
3-) A comparison of Risk Neutral Historic Distribution-, E-GARCH-and GJR-GARCH model generated volatility skews for BRICS Securities Exchange indexesCCA Labuschagne, P Venter, ST von BoetticherProcedia Economics and Finance 24, 344-352, 2015172015
4-) Volatility skews of indexes of BRICS securities exchangesCB Hunzinger, CCA Labuschagne, ST von BoetticherProcedia Economics and Finance 14, 263-272, 2014112014
5-) The Piterbarg framework for option pricingST Von BoetticherPQDT-Global, 201762017