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Fragmented markets : trading and price discovery : handel en prijsvorming
Menkveld, Albert J. - 2002
Persistent link: https://www.econbiz.de/10001666036
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Efficient pricing algorithms for exotic derivatives
Lord, Roger - 2008
Persistent link: https://www.econbiz.de/10003775897
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Exploiting common features in macroeconomic and financial data
Çakmaklı, Cem - 2012
Persistent link: https://www.econbiz.de/10009713424
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Essays on nonparametric econometrics of stochastic volatility
Zu, Yang - 2012
Persistent link: https://www.econbiz.de/10009713426
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Essays on Monte Carlo methods for state space models
Scharth, Marcel - 2012
Persistent link: https://www.econbiz.de/10009713472
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Tail risk of equity returns
Sun, Pengfei - 2013
Persistent link: https://www.econbiz.de/10010191614
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Essays on empirical asset pricing
Shen, Xiaoyu - 2014
Persistent link: https://www.econbiz.de/10010345233
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Estimation and interference with the efficient method of moments : with applications to stochastic volatility models and option pricing
Sluis, Pieter J. van der - 1999
Persistent link: https://www.econbiz.de/10001460710
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International financial markets: risk and extremes
Cumperayot, Phornchanok J. - 2002
Persistent link: https://www.econbiz.de/10001690744
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Stochastic volatility and the pricing of financial derivatives
Ploeg, Antoine P. C. van der - 2006
Persistent link: https://www.econbiz.de/10003273906