//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Cheng, T. C. E."
~person:"Faff, Robert W."
~subject:"Markov chain"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Börsenkurs
3
Derivat
3
Derivative
3
Share price
3
Estimation
2
Schätzung
2
Theorie
2
Theory
2
1990-1998
1
Anlageverhalten
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asymmetric information
1
Asymmetrische Information
1
Australia
1
Australien
1
Behavioural finance
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Insider trading
1
Insiderhandel
1
Markov-Kette
1
Markov-switching GECM
1
Portfolio selection
1
Portfolio-Management
1
USA
1
United States
1
Volatility
1
Volatilität
1
index arbitrage
1
limits to arbitrage
1
mispricing correction
1
noise momentum
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Conference proceedings
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Cheng, T. C. E.
Faff, Robert W.
Elliott, Robert J.
2
Lee, Hsiang-Tai
2
Lee, Hsiang-tai
2
Siu, Tak Kuen
2
Alizadeh-Masoodian, Amir H.
1
Asche, Frank
1
Bohl, Martin T.
1
Cai, Charlie X.
1
Chen, Jingzhi
1
Chritiansen, Charlotte
1
Dias, José Carlos
1
Diesteldorf, Jeanne
1
Fan, Kun
1
Fernandes, Mário Correia
1
He, Xin-Jiang
1
Kang, Jangkoo
1
Kim, Hwa-sung
1
Kimn, Jung-han
1
Lin, Sha
1
McCluskey, Jill J.
1
Mittelhammer, Ron C.
1
Nishide, Katsumasa
1
Nomikos, Nikos
1
Nunes, Joaõ Pedro Vidal
1
Oglend, Atle
1
Osakwe, Carlton-James U.
1
Pradkhan, Elina
1
Salm, Christian
1
Sarno, Lucio
1
Schmitz, Adam
1
Shen, Yang
1
Sheu, Her-jiun
1
Shin, Yongcheol
1
Valente, Giorgio
1
Wang, Zhiguang
1
Wilfling, Bernd
1
Yoder, Jonathan K.
1
Zhang, Dengjun
1
more ...
less ...
Published in...
All
The journal of futures markets
European journal of operational research : EJOR
1
Review of quantitative finance and accounting
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->