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Three essays in finance
Peng, Liang - 2002
Persistent link: https://www.econbiz.de/10003780467
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Volatility and stock price indexes
Clements, Kenneth W.; Izan, H. Y.; Lan, Yihui - In: Applied economics 45 (2013) 22/24, pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
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A 'correct' measure of inflation?
Krüger, Malte (contributor) - 1998 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001554898
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Price index modeling and risk prediction of sharia stocks in Indonesia
Hersugondo; Ghozali, Imam; Handriani, Eka; Trimono, Trimono - In: Economies : open access journal 10 (2022) 1, pp. 1-13
This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the loss risk. This study uses geometric Brownian motion (GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach) on the daily closing price of JKII from 1 August...
Persistent link: https://www.econbiz.de/10012800645
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The relationship of liquid money and selected price indices in the USA
Černohorský, Jan - In: International journal of monetary economics and finance … 14 (2021) 1, pp. 69-90
Persistent link: https://www.econbiz.de/10012515378
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Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
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Stochastic behavior of spot and futures commodity prices : theory and evidence
Casassus, Jaime - 2004
Persistent link: https://www.econbiz.de/10003383662
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Forecasting stock returns : do commodity prices help?
Black, Angela J.; Klinkowska, Olga; McMillan, David G.; … - In: Journal of forecasting 33 (2014) 8, pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
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A model of financialization of commodities
Başak, Suleyman; Pavlova, Anna - 2015
Persistent link: https://www.econbiz.de/10011299571
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Do commodity prices follow a random walk? : an application of joint variance ratio tests
Nwala, Kingsley - In: International journal of finance & policy analysis : … 3 (2011) 1/2, pp. 30-39
Persistent link: https://www.econbiz.de/10009670082