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subject:"Stochastic process"
subject:"Time series analysis"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Asymmetric information"
~type_genre:"Non-commercial literature"
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Stochastic process
Time series analysis
Asymmetric information
Theorie
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Theory
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Portfolio selection
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Portfolio-Management
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Stochastischer Prozess
29
CAPM
21
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Chiarella, Carl
10
Platen, Eckhard
7
He, Xue-zhong
6
Kang, Boda
3
Nikitopoulos, Christina Sklibosios
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Assefa, Samson
2
Baldeaux, Jan
2
Bruti-Liberati, Nicola
2
Chege Maina, Samuel
2
Hulley, Hardy
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Li, Kai
2
Li, Youwei
2
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Alfeus, Mesias
1
Cheang, Gerald
1
Cheang, Gerald H. L.
1
Du, Ke
1
Filar, Jerzy A.
1
Glover, Kris
1
Glover, Kristoffer J.
1
Grasselli, Martino
1
Griebsch, Susanne
1
Hambusch, Gerhard
1
He, Changli
1
Hinz, Juri
1
Hommes, Cars H.
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Kazakov, Vladimir
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion paper / Tinbergen Institute
234
Discussion paper / Centre for Economic Policy Research
194
CESifo working papers
170
Working paper / National Bureau of Economic Research, Inc.
154
Working paper
148
CREATES research paper
101
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
101
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
101
Cowles Foundation discussion paper
95
Working paper / Department of Econometrics and Business Statistics, Monash University
92
Discussion papers of interdisciplinary research project 373
86
Discussion paper / Center for Economic Research, Tilburg University
81
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
35
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33
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
33
CoFE discussion papers
32
CORE discussion papers : DP
31
Documentos de trabajo / Banco de España, Servicio de Estudios
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SSE EFI working paper series in economics and finance
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A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
Saved in:
2
Trading heterogeneity under information uncertainty
He, Xue-zhong
;
Zheng, Huanhuan
-
2016
Persistent link: https://www.econbiz.de/10011778029
Saved in:
3
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
4
The adaptiveness in stock markets : testing the stylized facts in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
-
Latest version: September 1, 2015
Persistent link: https://www.econbiz.de/10011777493
Saved in:
5
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
6
Optimal time series momentum
He, Xue-zhong
;
Li, Kai
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344325
Saved in:
7
Time series momentum and market stability
He, Xue-zhong
;
Li, Kai
-
2014
Persistent link: https://www.econbiz.de/10010349290
Saved in:
8
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
9
Leveraged investments and agency conflicts when prices are mean reverting
Glover, Kristoffer J.
;
Hambusch, Gerhard
-
2012
Persistent link: https://www.econbiz.de/10009626029
Saved in:
10
Quasi- Monte Carol methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
-
2012
Persistent link: https://www.econbiz.de/10009564454
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