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Forecasting profits using price & time

Gately, Edward - 1998

Persistent link: https://www.econbiz.de/10004359688

On bond price dynamics

Platen, Eckhard - 1993

Persistent link: https://www.econbiz.de/10000865968

Fractals and scaling in finance : discontinuity, concentration, risk

Mandelbrot, Benoît B. - 1997

Persistent link: https://www.econbiz.de/10000635535

Nonparametric modelling of financial time series

Heid, Frank - 1998

Persistent link: https://www.econbiz.de/10000668367

Security markets : stochastic models

Duffie, Darrell - 1988

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Handbook of financial time series

Andersen, Torben (ed.); Davis, Richard A. (contributor); … - 2009

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Time varying covariance structures in financial markets

Gerhard, Frank; Hess, Dieter - 1996

diversification benefits without diluting this evaluation by any concept aiming to forecast returns. As an additional benchmark we …

Persistent link: https://www.econbiz.de/10009623412

Are German stock and bond returns consistent with equilibrium asset pricing? : a calibration exercise using recursive non-expected utility

Meyer, Bernd - 1996

This paper reexamines the Equity Premium Puzzle for the German stock market with control for inflation and taxation. Two methods for relaxing the assumption of aggregate consumption being equal to aggregate dividends are compared: the leverage approach and the usage of a bivariate stochastic...

Persistent link: https://www.econbiz.de/10009681108

Pricing in (in)complete markets : structural analysis and applications

Esser, Angelika - 2004

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Risk perception and diversification behaviour in investment decisions

Siebenmorgen, Niklas - 2001

Persistent link: https://www.econbiz.de/10001553464

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