Ernst Glatzer

Austrian National Bank - Economic Studies Division

POB 61

Otto Wagner Platz 3

A-1011 Vienna

Austria

SCHOLARLY PAPERS

4

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985

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Top 48,099

in Total Papers Citations

3

CROSSREF CITATIONS

14

Scholarly Papers (4)

1.

Modelling the Implied Probability of Stock Market Declines

Number of pages: 27 Posted: 16 Feb 2002
Ernst Glatzer and Martin Scheicher
Austrian National Bank - Economic Studies Division and European Central Bank (ECB)
Downloads 340 (163,037)
Citation 1

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2.

Modelling the Implied Probability of Stock Market Movements

Number of pages: 39 Posted: 06 Feb 2003
Ernst Glatzer and Martin Scheicher
Austrian National Bank - Economic Studies Division and European Central Bank (ECB)
Downloads 312 (178,664)
Citation 1

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Option prices, risk-neutral density, volatility, spillover

3.

How Frequently Do Consumer Prices Change in Austria? Evidence from Micro CPI Data

ECB Working Paper No. 523
Number of pages: 75 Posted: 21 Sep 2005
Austrian Institute of Economic Research (WIFO), Austrian National Bank - Economic Studies Division, Oesterreichische Nationalbank and Austrian National Bank
Downloads 168 (323,055)
Citation 4

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Consumer prices, sticky prices, frequency and synchronization of price changes, duration of price spells

The Forecasting Performance of German Stock Option Densities

FRB of Cleveland Working Paper No. 03-12
Number of pages: 34 Posted: 01 Nov 2007
Federal Reserve Bank of Cleveland, Austrian National Bank - Economic Studies Division, Deutsche Bundesbank - Economic Research Centre and European Central Bank (ECB)
Downloads 130 (398,931)
Citation 1

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option prices, risk-neutral density, density evaluation, overlapping data

The Forecasting Performance of German Stock Option Densities

Bundesbank Series 1 Discussion Paper No. 2003,17
Number of pages: 44 Posted: 08 Jun 2016
Federal Reserve Bank of Cleveland, Austrian National Bank - Economic Studies Division, Deutsche Bundesbank - Economic Research Centre and European Central Bank (ECB)
Downloads 35 (830,664)

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option prices, risk-neutral density, density evaluation, overlapping data