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Statistical methods in finance and capital market theory
Bamberg, Günter (contributor) - In: Statistical papers 32 (1991) 4, pp. 269-361
Persistent link: https://www.econbiz.de/10001117436
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Efficient algorithms for stochastic dominance tests based on financial market data
Aboudi, Ronny - In: Management science : journal of the Institute for … 40 (1994) 4, pp. 508-515
Persistent link: https://www.econbiz.de/10001161414
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The term structures of coentropy in international financial markets
Chabi-Yo, Fousseni; Colacito, Riccardo - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3541-3558
Persistent link: https://www.econbiz.de/10012062682
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Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu; Zhang, Zhengjun - In: Journal of econometrics 205 (2018) 2, pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
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Exploring a market curiosity : an examination of the Super Bowl Indicator
Thompson, Thomas H.; Sen, Kabir Chandra - In: Managerial finance 43 (2017) 2, pp. 167-177
Persistent link: https://www.econbiz.de/10011661774
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Practical aspects of portfolio selection and optimisation on the capital market
Turcas, Florin; Dumiter, Florin; Brezeanu, Petre; … - In: Economic research 30 (2017) 1,1, pp. 14-30
Persistent link: https://www.econbiz.de/10012222192
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Persistence and procyclicality in margin requirements
Glasserman, Paul; Wu, Qi - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5705-5724
Persistent link: https://www.econbiz.de/10011964578
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Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999
Chan, Wai-Sum (contributor); Li, Wai Keung (contributor);  … - International Workshop on Statistics and Finance <1999, … - 2000
Persistent link: https://www.econbiz.de/10001490756