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Bias of a Value-at-Risk Estima...
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
138
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
26
HAL
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Springer Fachmedien Wiesbaden
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
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Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
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3
Boundary and
bias
correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
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