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Calculating first moments and confidence intervals for generalized stochastic dividend discount models
Hurley, William J. - In: Journal of mathematical finance 3 (2013) 2, pp. 275-279
Persistent link: https://www.econbiz.de/10010239571
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Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi; Zhang, Zhimin - In: Insurance / Mathematics & economics 95 (2020), pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
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Current topics in quantitative finance : with 23 tables
Canestrelli, Elio (ed.) - 1999
Persistent link: https://www.econbiz.de/10001391920
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992441
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Special issue: Symposium on computational finance
Jensen, Bjarne Astrup (contributor) - 2000
Persistent link: https://www.econbiz.de/10001653140
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Neural networks in finance : gaining predictive edge in the market
McNelis, Paul D. - 2005
Persistent link: https://www.econbiz.de/10002237395
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10010405873
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman - 1998
Persistent link: https://www.econbiz.de/10013268645
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Two-step estimation of linear models with ordinal unobserved variables : the case of corporate bonds
Kao, Chihwa - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 3, pp. 317-325
Persistent link: https://www.econbiz.de/10001089543