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Forecasting (LOG) volatility models
Christodoulakis, George A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000998647
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Some new results for the optimal impulse control of Brownian motion
Hurn, Stan; Lindsay, Kenneth A. - 1999
Persistent link: https://www.econbiz.de/10001517851
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On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differenctial equations
Hurn, Stan; Lindsay, Kenneth A.; Martin, Vance - 1999
Persistent link: https://www.econbiz.de/10001517908
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Maximum principle for stochastic control in continuous time with hard end constraints
Seierstad, Atle (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001699640
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A stochastic dominance approach to spanning
Post, Thierry (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641675
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Testing for third-order stochastic dominance with diversification possibilities
Post, Thierry (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641680
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A large poisson currency crises game : towards a theory of both the onset and the swiftness of currency attacks
Makrēs, Miltiadēs - 2000
Persistent link: https://www.econbiz.de/10001542544
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Downside risk and asset pricing
Post, Thierry (contributor); Vliet, Pim van (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188466
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A range-based multivariate model for exchange rate volatility
Tims, Ben (contributor); Mahieu, Ronald J. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765941
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Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957