Michal Svaton

University of Zurich - Department Finance

Schönberggasse 1

Zürich, 8001

Switzerland

  • University of Zurich - Department Finance

SCHOLARLY PAPERS

3

DOWNLOADS

614

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

Trend and Reversal of Idiosyncratic Volatility Revisited

Critical Finance Review
Number of pages: 57 Posted: 14 Feb 2019 Last Revised: 03 Nov 2020
Markus Leippold and Michal Svaton
University of Zurich and University of Zurich - Department Finance
Downloads 249 (237,977)

Abstract:

Loading...

Idiosyncratic Volatility, Measurement Error, Bid-Ask Bounce, Asynchronicity

2.

Political uncertainty and currency markets

Swiss Finance Institute Research Paper No. 24-13, WBS Finance Group Research Paper
Number of pages: 69 Posted: 05 Feb 2024
Markus Leippold, Felix Matthys, Philippe Mueller and Michal Svaton
University of Zurich, ITAM, Warwick Business School Finance Group and University of Zurich - Department Finance
Downloads 217 (271,583)

Abstract:

Loading...

FX option pricing; Volatility and skewness; electoral systems; political uncertainty

3.

Scheduling Processes and Inference of Scheduled Events From Price Data

Swiss Finance Institute Research Paper No. 24-12
Number of pages: 53 Posted: 02 Feb 2024 Last Revised: 06 Feb 2024
Markus Leippold and Michal Svaton
University of Zurich and University of Zurich - Department Finance
Downloads 148 (380,555)

Abstract:

Loading...

Option pricing, scheduling processes, particle filtering, event pricing