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Parameter estimation and forecasting for multiplicative lognormal cascades
Leövey, Andrés E.; Lux, Thomas - 2011
Generalized Method of Moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We … foreign exchange markets. -- Random Lognormal cascades ; GMM estimation ; best linear forecasting ; volatility of financial …
Persistent link: https://www.econbiz.de/10009389845
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808714
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for …
Persistent link: https://www.econbiz.de/10002734112
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000989214
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Auction prices and asset allocations of the electronic equity trading system Xetra
Xihao, Li; Wenzelburger, Jan - 2005
Persistent link: https://www.econbiz.de/10003387231
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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten - 2004
Persistent link: https://www.econbiz.de/10002122262
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The deterring role of the medium of payment in takeover contests :. theory and evidence from the U.K.
Cornu, Philippe - 1998
Persistent link: https://www.econbiz.de/10001426489
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Learning the true index level
Säfvenblad, Patrik - In: Price formation in multi-asset securities markets, (pp. 33-66). 1997
Persistent link: https://www.econbiz.de/10001300046
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Mergers and acquisitions : determining the bid premium and the medium of payment
Cornu, Philippe - 1999
Persistent link: https://www.econbiz.de/10001480445