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Election predictions are arbitrage-free : response to Taleb : letter to the editors
Clayton, Aubrey - In: Quantitative finance 19 (2019) 11, pp. 1771-1774
Persistent link: https://www.econbiz.de/10012194825
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Bewertung junger Unternehmen
Hayn, Marc - 1998
Persistent link: https://www.econbiz.de/10000676177
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Die Zinsstrukturtheorie : eine Analyse der Faktoren, Arbitrage und Volatilität für das Euro-Währungsgebiet
Stoklossa, Harald - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003952238
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Estimating the Turkish sectoral market returns via arbitrage pricing model under neural network approach
Gökgöz, Fazıl; Alp, Ozge Sezgin - In: International journal of economics and finance 7 (2015) 1, pp. 154-166
Persistent link: https://www.econbiz.de/10010471686
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Inflation co-movement across countries in multi-maturity term structure : an arbitrage-free approach
Chen, Shi; Härdle, Wolfgang; Wang, Weining - 2015
capture a more accurate real-time estimate of inflation expectation on the basis of financial markets, we propose an arbitrage … the term structure of government bond yields, the arbitrage-free model we proposed is the extension of the arbitrage …
Persistent link: https://www.econbiz.de/10011389060
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Bewertung junger Unternehmen
Hayn, Marc - 2000 - 2., stark überarb. Aufl.
Persistent link: https://www.econbiz.de/10001474500
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The arbitrage-free generalized Nelson-Siegel term structure model : does a good in-sample fit imply better out-of-sample forecasts?
Ullah, Wali - In: Empirical economics : a journal of the Institute for … 59 (2020) 3, pp. 1243-1284
Persistent link: https://www.econbiz.de/10012285551
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Inflation co-movement across countries in multi-maturity term structure: an arbitrage-free approach
Chen, Shi - In: Econometric measures of financial risk in high dimensions, (pp. 63-89). 2017
Persistent link: https://www.econbiz.de/10011913346
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Die Zinsstrukturtheorie : Eine Analyse der Faktoren, Arbitrage und Volatilität für das Euro-Währungsgebiet
Stoklossa, Harald - 2010
DIE METHODISCHE GRUNDLEGUNG -- AUSGANGSBASIS: DIE BESTEHENDE ZINSSTRUKTURKURVE -- DIE ÄLTEREN THEORIEN ZUR ZINSSTRUKTUR -- DIE GRUNDMODELLE DER ZINSSTRUKTUR -- DIE DETERMINISTISCHEN FAKTOREN ZUR ZINSSTRUKTUR -- DIE SUBSTITUTIVEN ARBITRAGEPROZESSE ZUR ZINSSTRUKTUR -- DIE STOCHASTISCHEN...
Persistent link: https://www.econbiz.de/10014425190
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Neural Networks and Arbitrage in the VIX
Osterrieder, Joerg - 2020
lead to arbitrage opportunities on the VIX market. Arbitrage is hard to exploit as the potential replication strategy … potentially exploit arbitrage opportunities using VIX futures) using most recently developed machine learning models to intraday …
Persistent link: https://www.econbiz.de/10012835151