Narrow search
Showing 1 - 10 of 10,781
Cover Image
The specification of GARCH models with stochastic covariates
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of futures markets 28 (2008) 10, pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
Cover Image
Stockprices when risk attitudes fluctuate
Orosel, Gerhard O. - In: Beiträge zur Mikro- und zur Makroökonomik : …, (pp. 331-345). 2001
Persistent link: https://www.econbiz.de/10001606393
Cover Image
The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr - 1972
Persistent link: https://www.econbiz.de/10001368376
Cover Image
α-stable [Alpha-stable] random vectors with time varying spectral measure and applications to financial time series analysis
Hartz, Christoph - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716514
Cover Image
Patterns in stock market movements tested as random number generators
Doyle, John R.; Chen, Catherine H. - In: European journal of operational research : EJOR 227 (2013) 1, pp. 122-132
Persistent link: https://www.econbiz.de/10009723489
Cover Image
Risk measurement with a safety belt : Pareto meets Chebyshev
Tödter, Karl-Heinz - In: Kredit und Kapital 45 (2012) 2, pp. 175-187
Persistent link: https://www.econbiz.de/10009580916
Cover Image
The stock price and the economy : causality test for a case study of Thailand
Mekbuntoon, Wichit - 1993
Persistent link: https://www.econbiz.de/10000883658
Cover Image
Essays in stock market efficiency and time-varying risk premia
Beltratti, Andrea - 1991
Persistent link: https://www.econbiz.de/10000883816
Cover Image
Option volume and market timing effectiveness
Martikainen, Teppo; Puttonen, Vesa - 1994
Persistent link: https://www.econbiz.de/10000883958