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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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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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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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Risk, uncertainty and asset prices
Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - 2006
Persistent link: https://www.econbiz.de/10003328114
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Consistent variance curve models
Buehler, Hans - In: Finance and stochastics 10 (2006) 2, pp. 178-203
Persistent link: https://www.econbiz.de/10003334916
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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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Essays in financial economics
Lu, Yinqiu - 2005
Persistent link: https://www.econbiz.de/10003553447
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Risk, uncertainty and asset prices
Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - 2006
Persistent link: https://www.econbiz.de/10003395336
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Risk, uncertainty, and asset prices
Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - In: Journal of financial economics 91 (2009) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10003813183
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On the efficiency of capital markets : an analysis of the short end of the UK term structure
Hughes Hallett, Andrew; Richter, Christian - In: Financial econometrics modeling : derivatives pricing, …, (pp. 147-162). 2011
Persistent link: https://www.econbiz.de/10008987974