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Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el - 1996
Persistent link: https://www.econbiz.de/10000936580
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The limit-price mechanism
Mertens, Jean-François - 1996
Persistent link: https://www.econbiz.de/10000960739
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The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc; Giot, Pierre - 1997
Persistent link: https://www.econbiz.de/10000980123
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Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang - 1997
Persistent link: https://www.econbiz.de/10000971105
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Robustness of the coordinating role of a redundant security
Hara, Chiaki - 1997
Persistent link: https://www.econbiz.de/10000972904
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The coordinating role of a redundant security in frictional markets
Hara, Chiaki - 1997
Persistent link: https://www.econbiz.de/10000972906
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Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc - 1998
Persistent link: https://www.econbiz.de/10000994354
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Asset pricing and observability
Dutta, Jayasri; Polemarchakis, Heraklis M. - 1990
Persistent link: https://www.econbiz.de/10000789918
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The Kyoto Protocol : an economic and game theoretic interpretation
Chander, Parkash (contributor) - 1999
Persistent link: https://www.econbiz.de/10001379018
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Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut - 1998
Persistent link: https://www.econbiz.de/10001363211