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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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Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb; Koopman, Siem Jan - 1996
Persistent link: https://www.econbiz.de/10000953379
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Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman - 1998
Persistent link: https://www.econbiz.de/10000982152
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The effects of stochastic inflation on asset prices
Labadie, Pamela - 1988
Persistent link: https://www.econbiz.de/10000765366
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Stochastic volatility with an Ornstein-Uhlenbeck process : an extension
Schöbel, Rainer; Zhu, Jianwei - 1998 - Rev.
Persistent link: https://www.econbiz.de/10000676009
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Fractals and scaling in finance : discontinuity, concentration, risk
Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000635535
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Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John B.; Satchell, Stephen - 1999
Persistent link: https://www.econbiz.de/10001407264
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Stochastic dynamic relationship between stock price and EPS : forecasting evidence from an error correction model
Ghosh, Asim K.; Coyne, Christopher - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 179-197
Persistent link: https://www.econbiz.de/10001409334
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Generalized hyperbolic diffusion processes with applications in finance
Rydberg, Tina Hviid - In: Mathematical finance : an international journal of … 9 (1999) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10001372196
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Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas; Marchesi, Michele - 1998
Persistent link: https://www.econbiz.de/10001372561