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Lux, Thomas
65
Gupta, Rangan
59
Hautsch, Nikolaus
53
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49
Veronesi, Pietro
36
Bloom, Nicholas
34
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33
Dow, James
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Härdle, Wolfgang
31
Bali, Turan G.
30
Foucault, Thierry
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Gil-Alaña, Luis A.
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Subrahmanyam, Avanidhar
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Pierdzioch, Christian
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Grammig, Joachim
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Shleifer, Andrei
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Chiarella, Carl
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Hong, Harrison G.
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Wang, Jiang
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Engle, Robert F.
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Alfarano, Simone
19
Bollerslev, Tim
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Faff, Robert W.
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He, Xue-zhong
19
Jovanovic, Boyan
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Ludvigson, Sydney C.
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Svenska Handelshögskolan <Helsinki>
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The Wharton Financial Institutions Center
2
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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NBER working paper series
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Finance research letters
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134
International review of financial analysis
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Discussion paper / Centre for Economic Policy Research
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International review of economics & finance : IREF
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Applied economics letters
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The European journal of finance
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Journal of financial markets
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Pacific-Basin finance journal
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CESifo working papers
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Research paper series / Swiss Finance Institute
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Journal of risk and financial management : JRFM
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Working paper
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Energy economics
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ECONIS (ZBW)
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OLC EcoSci
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1
The likelihood of various stock market return distributions
Markowitz, Harry
- In:
Journal of risk and uncertainty : JRU
(
1996
),
pp. 207-219
Persistent link: https://www.econbiz.de/10001212811
Saved in:
2
Nonparametric tail
risk
, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
3
Comments on: Nonparametric tail
risk
, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
This paper contains comments on Nonparametric Tail
Risk
, Stock Returns and the Macroeconomy …
Persistent link: https://www.econbiz.de/10011518800
Saved in:
4
Search and uncertainty : determinants of the degree of underpricing of initial public offerings
Marchand, James R.
- In:
Journal of economics and finance
20
(
1996
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10001209740
Saved in:
5
Ein Kapitalmarktmodell unter Ambiguität
Eisenberger, Roselies
-
1996
Persistent link: https://www.econbiz.de/10012939292
Saved in:
6
Nonparametric tests for second order stochastic dominance from paired observations :
theory
and empirical application
Schmid, Friedrich
- In:
Wirtschafts- und Sozialstatistik heute : Theorie und …
,
(pp. 31-46)
.
1997
Persistent link: https://www.econbiz.de/10001296675
Saved in:
7
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
8
Messung des besonderen Kursrisikos durch Varianzzerlegung
Huschens, Stefan
- In:
Kredit und Kapital
31
(
1998
)
4
,
pp. 567-591
Persistent link: https://www.econbiz.de/10001255167
Saved in:
9
Essays in finance
Schilling, Dirk Christian
-
2012
Persistent link: https://www.econbiz.de/10009550835
Saved in:
10
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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