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Coordination and correlation in Markov rational belief equilibria
Kurz, Mordecai; Schneider, Martin - In: Economic theory : official journal of the Society for … 8 (1996) 3, pp. 489-520
Persistent link: https://www.econbiz.de/10001208495
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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A. - 1994
Persistent link: https://www.econbiz.de/10000886147
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Stock price fluctuation as a diffusion in a random enviroment [environment]
Föllmer, Hans - 1993
Persistent link: https://www.econbiz.de/10000881810
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Peaks or tails - what distinguished financial data?
Krämer, Walter; Runde, Ralf - 1996
Persistent link: https://www.econbiz.de/10000959254
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Extremal behaviour of diffusion models in finance
Borkovec, Milan; Klüppelberg, Claudia - 1996
Persistent link: https://www.econbiz.de/10000960264
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Compound distribution models of stock returns : an empirical comparison
Akgiray, Vedat; Boeth, G. Geoffrey - In: Journal of financial services research : JFSR 10 (1987) 3, pp. 269-280
Persistent link: https://www.econbiz.de/10003475834
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Essays on financial economics
Warusawitharana, Missaka - 2006
Persistent link: https://www.econbiz.de/10003908769
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The role of multivariate skew-student density in the estimation of stock market crashes
Wu, Lei; Meng, Qingbin; Velazquez, Julio C. - In: The European journal of finance 21 (2015) 13/15, pp. 1144-1160
Persistent link: https://www.econbiz.de/10011419786
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Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, … - 2016
Persistent link: https://www.econbiz.de/10011458735
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Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2016
Persistent link: https://www.econbiz.de/10011518800