Similar Search Results - EconBiz

Essays on financial econometrics

D'Amico, Stefania - 2004

Persistent link: https://www.econbiz.de/10003386855

Nonparametric tail risk, stock returns and the macroeconomy

Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, … - 2016

Persistent link: https://www.econbiz.de/10011458735

Comments on: Nonparametric tail risk, stock returns and the macroeconomy

Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2016

Persistent link: https://www.econbiz.de/10011518800

Estimating state-price densities from derivative prices : parametric and nonparametric methods

Guidolin, Massimo - 1999

Persistent link: https://www.econbiz.de/10001446623

Kolmogorov-Smirnov Tests for Distribution Function Similarity with Applications to Portfolios of Common Stock

Meyer, Jack; Rasche, Robert - 2021

If the elements of the choice set in a decision model involving randomness are not arbitrary, but restricted appropriately, an expected utility ordering of them can be represented by a mean standard deviation ranking function. These restrictions can apply to the form of, or can specify...

Persistent link: https://www.econbiz.de/10013239386

Comment on: nonparametric tail risk, stock returns, and the macroeconomy

Dobrev, Dobrislav; Schaumburg, Ernst - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 388-409

Persistent link: https://www.econbiz.de/10011987513

Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock

Meyer, Jack - 1989

If the elements of the choice set in a decision model involving randomness are not arbitrary, but restricted appropriately, an expected utility ordering of them can be represented by a mean standard deviation ranking function. These restrictions can apply to the form of, or can specify...

Persistent link: https://www.econbiz.de/10012476185

Kolmogorov-Smirnov tests for distribution function similarity with applications to portfolios of common stock

Meyer, Jack - 1989

Persistent link: https://www.econbiz.de/10013452082

Estimating and testing continuous-time models in finance : the role of transition densities

Aït-Sahalia, Yacine - In: Annual review of financial economics 1 (2009), pp. 341-359

Persistent link: https://www.econbiz.de/10003924504

Semiparametric density forecasts of daily financial returns from intraday data

Hallam, Mark; Olmo, Jose - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 408-432

Persistent link: https://www.econbiz.de/10010351542

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