Narrow search
Showing 1 - 10 of 52
Cover Image
A Hausman test for Brownian motion
Becker, Martin; Friedmann, Ralph; Klößner, Stefan; … - In: Advances in statistical analysis : AStA ; a journal of … 91 (2007) 1, pp. 3-21
Persistent link: https://www.econbiz.de/10003437328
Cover Image
Modeling and measuring intraday overreaction of stock prices
Klößner, Stefan; Becker, Martin; Friedmann, Ralph - In: Journal of banking & finance 36 (2012) 4, pp. 1152-1163
Persistent link: https://www.econbiz.de/10009558573
Cover Image
Estimating the economic costs of organized crime by synthetic control methods
Becker, Martin; Klößner, Stefan - In: Journal of applied econometrics 32 (2017) 7, pp. 1367-1369
Persistent link: https://www.econbiz.de/10011863184
Cover Image
Comment on "Correcting for simulation bias in Monte Carlo methods to value exotic options in models driven by Lévy processes" by C. Ribeiro and N. Webber
Becker, Martin - In: Applied mathematical finance 17 (2010) 1/2, pp. 133-146
Persistent link: https://www.econbiz.de/10003975363
Cover Image
Unbiased Monte Carlo valuation of lookback, swing and barrier options with continous monitoring under variance gamma models
Becker, Martin - In: The journal of computational finance 13 (2009/10) 4, pp. 35-61
Persistent link: https://www.econbiz.de/10003996072
Cover Image
Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing
Becker, Martin - In: Computational Management Science : CMS 7 (2010) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003922191
Cover Image
The effect of positive management practices on firm profitability : evidence from text mining
Becker, Martin - In: Journal of applied behavioral science 60 (2024) 2, pp. 280-309
Persistent link: https://www.econbiz.de/10014581118
Cover Image
A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns
Klößner, Stefan - In: Finance and stochastics 14 (2010) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003924780
Cover Image
Bounds for exact moments of the least squares estimator in the errors-in-variables model
Friedmann, Ralph - 1988
Persistent link: https://www.econbiz.de/10000758618
Cover Image
Bounds for exact moments of estimators in the errors-in-variables model andsimultaneous equations
Friedmann, Ralph - 1989
Persistent link: https://www.econbiz.de/10013452102