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Discrete-time models of bond pricing
Backus, David; Foresi, Silverio; Telmer, Chris I. - 1998
Persistent link: https://www.econbiz.de/10000676547
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Asset pricing for dynamic economies
Altuğ, Sumru; Labadie, Pamela - 2008 - 1. publ.
Persistent link: https://www.econbiz.de/10003716335
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Microscopic simulation of financial markets : from investor behavior to market phenomena
Levy, Haim; Levy, Moshe; Solomon, Sorin - 2000
Persistent link: https://www.econbiz.de/10001498228
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The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management and financial institutions
Ho, Thomas S. Y.; Lee, Sang Bin - 2004
Persistent link: https://www.econbiz.de/10001792333
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Anomalias en los mercados de valores : repaso de sus causas
Fernández González, Esteban - In: Boletín de estudios económicos 54 (1999), pp. 519-536
Persistent link: https://www.econbiz.de/10001494027
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Model error
Simons, Katerina Victorovna - In: New England economic review (1997), pp. 17-28
Persistent link: https://www.econbiz.de/10001233591
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The detection of nonstationarity in the market model
Burnett, John E. - In: Quarterly journal of business and economics : QJBE 35 (1996) 1, pp. 36-50
Persistent link: https://www.econbiz.de/10001202406
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Volatility forecasting using options : models and evidence
Park, Tong-kyu - In: Kyŏngje-yŏn'gu 14 (1993) 1, pp. 251-290
Persistent link: https://www.econbiz.de/10001161987
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Discrete-time models of bond pricing
Backus, David; Foresi, Silverio; Telmer, Chris I. - 1998
Persistent link: https://www.econbiz.de/10000998132
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Conditioning variables and the cross section of stock returns
Ferson, Wayne E.; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766