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A simple return generating model in discrete time : implications and potential applications for market efficiency testing and technical analysis
Milionis, Alexandros E. - In: Theoretical economics letters 9 (2019) 4, pp. 973-985
Persistent link: https://www.econbiz.de/10012023083
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Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound poisson processes
Chen, Bohan; Blanchet, Jose; Rhee, Chang-Han; Zwart, Bert - In: Mathematics of operations research 44 (2019) 3, pp. 919-942
Persistent link: https://www.econbiz.de/10012105807
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Exploring longitudinal risk-return relationships
Andersen, Torben Juul; Bettis, Richard A. - In: Strategic management journal 36 (2015) 8, pp. 1135-1145
Persistent link: https://www.econbiz.de/10011398904
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Why is it so difficult to outperform the random walk? : an application of the Meese-Rogoff puzzle to stock prices
Moosa, Imad A.; Vaz, John - In: Applied economics 47 (2015) 4/6, pp. 398-407
Persistent link: https://www.econbiz.de/10010463372
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Asymmetric Choquet random walks and ambiguity aversion or seeking
Agliardi, Rossella - In: Theory and decision : an international journal for … 83 (2017) 4, pp. 591-602
Persistent link: https://www.econbiz.de/10011781877
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Higher order assortativity in complex networks
Arcagni, Alberto; Grassi, Rosanna; Stefani, Silvana; … - In: European journal of operational research : EJOR 262 (2017) 2, pp. 708-719
Persistent link: https://www.econbiz.de/10011798871
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Fundamentals, forecast combinations and nominal exchange-rate predictability
Wu, Jyh-lin; Wang, Yi-chiuan - In: International review of economics & finance : IREF 25 (2013), pp. 129-145
Persistent link: https://www.econbiz.de/10009693330
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Random walks and market efficiency : evidence from Indian stock market
Tripathy, Nalini Prava - In: International journal of economics and business research 6 (2013) 2, pp. 210-228
Persistent link: https://www.econbiz.de/10010351158
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A discrete-time optimal execution problem with market prices subject to random environments
Jasso-Fuentes, Héctor; Pacheco, Carlos Gabriel; … - In: Top : an official journal of the Spanish Society of … 31 (2023) 3, pp. 562-583
Persistent link: https://www.econbiz.de/10014384720
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Extending assortativity : an application to weighted social networks
Arcagni, Alberto; Grassi, Rosanna; Stefani, Silvana; … - In: Journal of business research : JBR 129 (2021), pp. 774-783
Persistent link: https://www.econbiz.de/10012509739