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Three essays on financial markets and institutions
Souto, Marcos Rietti - 2005
Persistent link: https://www.econbiz.de/10003904272
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Technical change, the long-run behavior of the United States stock market, and an enquiry into the accuracy of simulations
Peralta-Alva, Adrian - 2003
Persistent link: https://www.econbiz.de/10003385463
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The U-Mart system as an artificial intelligent stock market project
2008
Persistent link: https://www.econbiz.de/10003539948
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Rational and near-rational bubbles without drift
Lansing, Kevin J. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003722266
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Endogenous uncertainty and rational belief equilibrium : a unified theory of market volatility
Kurz, Mordecai - In: General equilibrium : problem and prospects, (pp. 246-282). 2003
Persistent link: https://www.econbiz.de/10001986747
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Goodness-of-fit tests for parametric families of Archimedean copulas
Trede, Mark; Savu, Cornelia - 2004
Persistent link: https://www.econbiz.de/10002688693
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Estimating the density tail index for financial time series
Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
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Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.; Tzavalis, Elias - 1997
Persistent link: https://www.econbiz.de/10000966505
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Estimation of the dynamic stochastic volatility model for asset price determination by simulated maximum likelihood
Daníelsson, Jón - 1991
Persistent link: https://www.econbiz.de/10000850752
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Goodness-of-fit tests for parametric families of Archimedean copulas
Savu, Cornelia; Trede, Mark - 2004
empirical illustration on the return distribution of the USA S&P500 Chemical stocks is given. The results have interesting …
Persistent link: https://www.econbiz.de/10009349860