On the predictability of the stock market volatility: does history matter?
K Adjaoute, M Bruand… - European Financial …, 1998 - Wiley Online Library
This study compares the performance of the ISD, the GARCH(1,1), the historical volatility
estimates and of two lagged trading volume measures for predicting the Swiss Stock Market …
estimates and of two lagged trading volume measures for predicting the Swiss Stock Market …
The effects of newly listed derivatives in a thin stock market
M Bruand, R Gibson-Asner - Review of Derivatives Research, 1998 - Springer
This study examines the informational feedback effects associated to the listing and trading
of derivatives in Switzerland. The observed changes in the price and higher moments of …
of derivatives in Switzerland. The observed changes in the price and higher moments of …
Pricing and hedging caps on the Swiss Index of mortgage rates
M Bruand - The Journal of Fixed Income, 1998 - search.proquest.com
A paper models the index of mortgage rates of Swiss cantonal banks as a lagged function of
the 6-month Euro rate. The Vasicek model of the term structure is then used to characterize …
the 6-month Euro rate. The Vasicek model of the term structure is then used to characterize …
[PDF][PDF] Sovereign borrowing, sanctions and yield spreads
R Gibson, SM Sundaresan - University of Zurich and Columbia …, 2005 - w4.stern.nyu.edu
… We thank Aydin Akgun, Martin Bruand, Pascal Botteron and Markus Leippold for their
computational assistance. Financial support by the National Centre of Competence in Research “…
computational assistance. Financial support by the National Centre of Competence in Research “…
[CITATION][C] “Le” processus mixte appliqué à l'évolution du prix des actions suisses et son influence sur le prix des options
M Bruand - 1994 - HEC
[CITATION][C] Price, Volatility and Interest Rate Risk Premia: Estimation in an Option Pricing Framework.
M Bruand - 1998 - Université de Lausanne, Faculté des …
[CITATION][C] The jump diffusion process in Swiss stock returns and its influence on option valuation
M Bruand - Finanzmarkt und Portfolio Management, 1996
[CITATION][C] Options, futures and stock market interactions: empirical evidence from the Swiss stock market
M Bruand, R Gibson - 1996 - Université de Lausanne Ecole des …
Reconstructing shaft orbit using angle measurement to detect bearing faults
The use of Instantaneous Angular Speed (IAS) in condition monitoring of rotating machines
is an appealing alternative to traditional approaches such as those based on accelerometers…
is an appealing alternative to traditional approaches such as those based on accelerometers…
A partner‐switching system controls activation of mixed‐linkage β‐glucan synthesis by c‐di‐GMP in Sinorhizobium meliloti
Sinorhizobium meliloti synthesizes a linear mixed‐linkage (1 → 3)(1 → 4)‐β‐d‐glucan (ML β‐glucan,
MLG) in response to high levels of cyclic diguanylate (c‐di‐GMP). Two proteins …
MLG) in response to high levels of cyclic diguanylate (c‐di‐GMP). Two proteins …