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Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, … - 2016
Persistent link: https://www.econbiz.de/10011458735
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Stock price fluctuation as a diffusion in a random enviroment [environment]
Föllmer, Hans - 1993
Persistent link: https://www.econbiz.de/10000881810
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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A. - 1994
Persistent link: https://www.econbiz.de/10000886147
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Testing the bivariate mixture hypothesis using German stock market data
Jung, Robert; Liesenfeld, Roman - 1996
Persistent link: https://www.econbiz.de/10000933424
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Peaks or tails - what distinguished financial data?
Krämer, Walter; Runde, Ralf - 1996
Persistent link: https://www.econbiz.de/10000959254
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Extremal behaviour of diffusion models in finance
Borkovec, Milan; Klüppelberg, Claudia - 1996
Persistent link: https://www.econbiz.de/10000960264
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Extracting market expectations from options prices : case studies in Japanese option markets
Nakamura, Hisashi; Shiratsuka, Shigenori - 1998
Persistent link: https://www.econbiz.de/10000992542
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Nonparametric tests for second order stochastic dominance from paired observations : theory and empirical application
Schmid, Friedrich - In: Wirtschafts- und Sozialstatistik heute : Theorie und …, (pp. 31-46). 1997
Persistent link: https://www.econbiz.de/10001296675
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Extracting market expectations from option prices : case studies in Japanese option markets
Nakamura, Hisashi; Shiratsuka, Shigenori - In: Monetary and economic studies 17 (1999) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10001375675
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An ordered probit analysis of transaction stock prices
Hausman, Jerry A. - In: Journal of financial economics 31 (1992) 3, pp. 319-379
Persistent link: https://www.econbiz.de/10001131965