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The international money market : an assessment of forecasting techniques and market efficiency
Levich, Richard M. - 1979
Persistent link: https://www.econbiz.de/10000039206
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841635
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Chaos & nonlinear dynamics in the financial markets : theory, evidence and applications
Trippi, Robert R. (ed.) - 1995
Persistent link: https://www.econbiz.de/10000544254
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Forecasting default with the Merton distance to default model
Bharath, Sreedhar T.; Shumway, Tyler - In: The review of financial studies 21 (2008) 3, pp. 1339-1369
Persistent link: https://www.econbiz.de/10003742248
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Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric; Dhaene, Geert; Sercu, Piet - In: The journal of futures markets 28 (2008) 11, pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
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Do nonlinear tools make a difference in handling shipping derivatives?
Goulielmos, Alexander M.; Goulielmos, Matina A. - In: International journal of transport economics : IJTE 35 (2008) 3, pp. 345-371
Persistent link: https://www.econbiz.de/10003786480
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Deriving a statistical model for the prediction of spiralling in BTA deep-hole-drilling from a physical model
Weihs, Claus (contributor); Raabe, N. (contributor);  … - 2007
One serious problem in deep hole drilling is the occurrence of a dynamic disturbances called spiralling. A common explanation for the occurrence of spiralling is the coincidence of time varying bending eigenfrequencies of the tool with multiples of the spindle rotation frequency. We propose a...
Persistent link: https://www.econbiz.de/10003483072
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The properties of market-based and survey forecasts for different data releases
Lanne, Markku (contributor) - 2007
Persistent link: https://www.econbiz.de/10003465751
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Meteorological forecasts and the pricing of weather derivatives
Ritter, Matthias; Mußhoff, Oliver; Odening, Martin - 2010
forecasts is not considered. Thus, important knowledge used by market participants is ignored in theory. By extending a standard … derivative pricing and is able to estimate the information gain compared to a benchmark model without meteorological forecasts …
Persistent link: https://www.econbiz.de/10008663382
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Modelling and forecasting temperature based weather derivatives
Svec, J.; Stevenson, Maxwell John - In: Global finance journal 18 (2007) 2, pp. 185-204
Persistent link: https://www.econbiz.de/10003704497