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What is the optimal design for lottery-linked savings programmes?
Pfiffelmann, Marie - In: Applied economics 45 (2013) 34/36, pp. 4861-4871
Persistent link: https://www.econbiz.de/10010226106
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An agent-based model and detect price manipulation based on intraday transaction data with simulation
Zare, Mohammad; Naghshineh A., Omid; Salavati, Erfan; … - In: Applied economics 53 (2021) 43, pp. 4931-4949
Persistent link: https://www.econbiz.de/10012609914
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Skewness preferences, asset prices and investor sentiment
Blau, Benjamin - In: Applied economics 49 (2017) 8, pp. 812-822
Persistent link: https://www.econbiz.de/10011810895
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Skewness, short interest and the efficiency of stock prices
Blau, Benjamin; Whitby, Ryan J. - In: Applied economics 50 (2018) 20, pp. 2229-2242
Persistent link: https://www.econbiz.de/10011850123
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A new class of discrete-time stochastic volatility model with correlated errors
Mukhoti, Sujay; Ranjan, Pritam - In: Applied economics 51 (2019) 3, pp. 259-277
Persistent link: https://www.econbiz.de/10012160495
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Robust measures of skewness and kurtosis for macroeconomic and financial time series
Bastianin, Andrea - In: Applied economics 52 (2020) 7, pp. 637-670
Persistent link: https://www.econbiz.de/10012197454
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A new factor to explain implied volatility smirk
Barbachan, José Santiago Fajardo - In: Applied economics 49 (2017) 40, pp. 4026-4034
Persistent link: https://www.econbiz.de/10011820005