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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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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/10000992441
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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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Special issue: Symposium on computational finance
Jensen, Bjarne Astrup (contributor) - 2000
Persistent link: https://www.econbiz.de/10001653140
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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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Estimating the model for seasoned equity offering underpricing : application to the Chinese financial market
Chung, Chune Young; Liu, Chang - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1472-1480
Persistent link: https://www.econbiz.de/10011563542
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10009578008
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Neural networks in finance : gaining predictive edge in the market
McNelis, Paul D. - 2005
Persistent link: https://www.econbiz.de/10004824492