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~institution:"Robert Schuman Centre for Advanced Studies"
~institution:"The Wharton Financial Institutions Center"
~subject:"Mathematische Optimierung"
~subject:"Share price"
~subject:"USA"
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Mathematische Optimierung
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Zenios, Stauros Andrea
3
Cocco, Flavio
2
Consiglio, Andrea
2
Diebold, Francis X.
2
Allen, Franklin
1
Andersen, Torben
1
Anderson, Torben G.
1
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1
Bekiros, Stelios D.
1
Bertocchi, Marida
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Bollerslev, Tim
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Diaz-Rainey, Ivan
1
Dutta, Kabir K.
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Edelen, Roger M.
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Fan, Wei
1
Fang, Xu
1
Gale, Douglas
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Giacometti, Rosella
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Glachant, Jean-Michel
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Gorton, Gary
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Grace, Martin Francis
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Grassi, Simona
1
Guntay, Levent
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Huang, Lixin
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1
Kashiwagi, Masanori
1
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Li, Canlin
1
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Robert Schuman Centre for Advanced Studies
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National Bureau of Economic Research
478
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38
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
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24
European University Institute / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
21
Edward Elgar Publishing
21
Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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Rodney L. White Center for Financial Research
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1
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
2
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
3
Indirect estimation of elliptical stable distributions
Lombardi, Marco
;
Veredas, David
-
2008
Persistent link: https://www.econbiz.de/10003963308
Saved in:
4
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
Saved in:
5
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
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6
Correlation breakdown and extreme dependence in emerging equity markets
Bekiros, Stelios D.
;
Georgoutsos, Demetris A.
-
2009
Persistent link: https://www.econbiz.de/10003900113
Saved in:
7
On the perils of security pricing by financial intermediaries : the case of open-end mutual funds
Chalmers, John M. R.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001512298
Saved in:
8
Reconciling WTP to actual adoption of green energy tariffs : a diffusion model of an induced environmental market
Diaz-Rainey, Ivan
;
Tzavara, Dionisia
-
2009
Persistent link: https://www.econbiz.de/10003897895
Saved in:
9
Optimal public rationing : price response and cost effectiveness
Grassi, Simona
;
Ma, Ching-to Albert
-
2009
Persistent link: https://www.econbiz.de/10003899944
Saved in:
10
Taxation and capital market liberalization : a political-economy model
Sand, Edith
-
2009
Persistent link: https://www.econbiz.de/10003900105
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