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Estimation of the dynamic stochastic volatility model for asset price determination by simulated maximum likelihood
Daníelsson, Jón - 1991
Persistent link: https://www.econbiz.de/10000850752
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Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.; Tzavalis, Elias - 1997
Persistent link: https://www.econbiz.de/10000966505
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Long-term memory in stock market prices
Lo, Andrew W. - 1989
Persistent link: https://www.econbiz.de/10000767657
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Effect of trading halt system on market functioning : simulation analysis of market behavior with artificial shutdown
Muranaga, Jun; Shimizu, Tokiko - 1999
Persistent link: https://www.econbiz.de/10000683883
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Die Entwicklung von Börsenexperimenten zur Erforschung von Anlegerverhalten
Gerke, Wolfgang - In: Anleger an die Börse : Symposion 27.01.1989, (pp. 145-186). 1990
Persistent link: https://www.econbiz.de/10001276626
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The dividend-price puzzle : a nonparametric approach
Mun, Johnathan C.; Vasconcellos, Geraldo M.; Kish, … - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 53-66
Persistent link: https://www.econbiz.de/10001409323
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Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas; Marchesi, Michele - 1998
Persistent link: https://www.econbiz.de/10001372561
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Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng; Lux, Thomas; Marchesi, Michele - 1999
Persistent link: https://www.econbiz.de/10001372680
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The January effect : theory and simulation
Scott, David - In: Michigan journal of economics 14 (1998) 1, pp. 101-132
Persistent link: https://www.econbiz.de/10001362203
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Estimating the density tail index for financial time series
Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001222499