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A Bayesian analysis of dual trader informativeness in futures markets
Chakravarty, Sugato (contributor); Li, Kai (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001598534
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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R. - 2000
Persistent link: https://www.econbiz.de/10001487318
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A Bayesian analysis of dual trader informativeness in futures markets
Chakravarty, Sugato (contributor); Li, Kai (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756567
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Corporate investment and asset price dynamics : implications for the cross section of returns
Carlson, Murray (contributor); Fisher, Adlai (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756616
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Regime-switching and the estimation of multifractal processes
Calvet, Laurent E. (contributor); Fisher, Adlai (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756622