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~subject:"Börsenkurs"
~subject:"Time series analysis"
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Journal of econometrics
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Econometric theory
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Journal of applied econometrics
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International review of financial analysis
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International review of economics & finance : IREF
88
CESifo working papers
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Working paper / Department of Econometrics and Business Statistics, Monash University
83
CREATES research paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
78
The North American journal of economics and finance : a journal of financial economics studies
73
SFB 649 discussion paper
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ECONIS (ZBW)
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1
Growth rates and aggregate welfare : an international comparison
Kakwani, Nanak
-
1990
Persistent link: https://www.econbiz.de/10000802418
Saved in:
2
Growth rates of per-capita income and aggregate welfare : an international comparison
Kakwani, Nanak
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 201-211
Persistent link: https://www.econbiz.de/10001222495
Saved in:
3
Growth rates and aggregate welfare : an international comparison
Kakwani, Nanak
-
1991
Persistent link: https://www.econbiz.de/10000843898
Saved in:
4
Normative inference in efficient markets
Weretka, Marek
- In:
Economic theory : official journal of the Society for …
68
(
2019
)
4
,
pp. 787-810
Persistent link: https://www.econbiz.de/10012213126
Saved in:
5
Does round-the-clock trading result in Pareto improvements?
Spiegel, Matthew
;
Subrahmanyam, Avanidhar
-
1993
Persistent link: https://www.econbiz.de/10000859597
Saved in:
6
The relation between
utility
and the price of equity
Epstein, Larry G.
-
1988
Persistent link: https://www.econbiz.de/10000124833
Saved in:
7
A model for a large investor trading at market indifference prices : I: single-period case
Bank, Peter
;
Kramkov, Dmitry
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 449-472
Persistent link: https://www.econbiz.de/10011418186
Saved in:
8
Malliavin's calculus in insider models : additional
utility
and free lunches
Imkeller, Peter
-
2002
we focus on are the calculation of the additional
utility
of the insider and a study of his free lunch possibilities. The … examples are given to illustrate additional
utility
and free lunch possibilities. In particular, if the insider has advance …
Persistent link: https://www.econbiz.de/10009620768
Saved in:
9
Are German stock and bond returns consistent with equilibrium asset pricing? : a calibration exercise using recursive non-expected
utility
Meyer, Bernd
-
1996
Carlo simulations. Preferences are modeled by time-additive expected
utility
and, alternatively, by recursive non …-expected
utility
. The empirical results for the period 1960 to 1994 confirm those for the U.S. and favour the use of recursive non …-expected
utility
which clearly distinguishes between risk preference and time preference. The leverage approach yields the first moment …
Persistent link: https://www.econbiz.de/10009681108
Saved in:
10
Malliavin's calculus in insider models : additional
utility
and free lunches
Imkeller, Peter
-
2002
Persistent link: https://www.econbiz.de/10001666561
Saved in:
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