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Modellrisiko bei der Bewertung von Optionen in einem Vergleich von Modellen mit stochastischer Volatilität
Ender, Manuela - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003652604
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Price Discovery Under Model Uncertainty
Kim, Jaeho; Linn, Scott C. - 2022
In this study, we empirically investigate whether or not the conventional belief that new information about fundamental value is revealed in the futures market ahead of the spot market is applicable to four important storable energy commodities, oil, gasoline, heating oil and natural gas. Taking...
Persistent link: https://www.econbiz.de/10013296725
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Identification of beliefs in the presence of disaster risk and misspecification
Chaudhuri, Saraswata; Renault, Eric; Wahlstrom, Oscar - In: Essays in honor of Joon Y. Park : econometric …, (pp. 261-290). 2023
Persistent link: https://www.econbiz.de/10014315375
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Priced risk in corporate bonds
Dickerson, Alexander; Mueller, Philippe; Robotti, Cesare - In: Journal of financial economics 150 (2023) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10014462590
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Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen; Chi, Xie; Wang, Gang-Jin; Zhu, You; … - In: Research in international business and finance 66 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
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Controlling vs. Minority Shareholders: is There Expropriation? An Empirical Analysis of the Stock Price Performance of European Companies
Guedes, Jose; Loureiro, Gilberto - In: CESifo DICE Report 05 (2007) 1, pp. 16-21
Persistent link: https://www.econbiz.de/10011696602
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Controlling vs. Minority Shareholders: is There Expropriation? An Empirical Analysis of the Stock Price Performance of European Companies
Guedes, Jose; Loureiro, Gilberto - In: CESifo DICE Report 5 (2007) 1, pp. 16-21
Persistent link: https://www.econbiz.de/10005037348
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Managerial vote ownership and shareholder wealth : evidence from employee stock ownership plans
Chang, Saeyoung - In: Journal of financial economics 32 (1992) 1, pp. 103-131
Persistent link: https://www.econbiz.de/10001131915
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A tulajdonreform jövedelmelosztási háttere
Erdős, Tibor - In: Közgazdasági szemle : a magyar Tudományos Akadémia … 37 (1990) 7, pp. 794-809
Persistent link: https://www.econbiz.de/10001101292
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Property and prices : toward a unified theory of value
Burgstaller, André Charles - 1994 - 1. publ.
Persistent link: https://www.econbiz.de/10013493848