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Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000944513
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Testing for mean-coherent regular risk spanning
Melenberg, Bertrand (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003096956
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Did the Fed surprise the markets in 2001? : A case study for vars with sign restrictions
Uhlig, Harald (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630187
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The price impact of trades in illuquid stocks in periods of high and low market activity
Spierdijk, Laura (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001659719
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An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
Spierdijk, Laura (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001660994
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Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald - 1996
Persistent link: https://www.econbiz.de/10000932649
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Warrant pricing : a review of empirical research
Veld, Chris H. - 1994
Persistent link: https://www.econbiz.de/10000888085
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Performance of Delta-hedging strategies in interval models : a robustness study
Roorda, Berend; Engwerda, Jacob Christiaan; Schumacher, Hans - 1999
Persistent link: https://www.econbiz.de/10000168292
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Financial experts as an arms race
Glode, Vincent; Green, Richard C.; Lowery, Richard - 2010
Persistent link: https://www.econbiz.de/10003997744
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The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost (contributor); Klaassen, Pieter (contributor) - 2000
Persistent link: https://www.econbiz.de/10001528991