Showing 1 - 10 of 11,008
Persistent link: https://www.econbiz.de/10003955963
Persistent link: https://www.econbiz.de/10011443636
Persistent link: https://www.econbiz.de/10012284594
Persistent link: https://www.econbiz.de/10012040413
Persistent link: https://www.econbiz.de/10000765366
Persistent link: https://www.econbiz.de/10000635535
Persistent link: https://www.econbiz.de/10000676009
High-frequency financial data are characterized by a set of ubiquitous statistical properties that prevail with surprising uniformity. While these 'stylized facts' have been well-known for decades, attempts at their behavioral explanation have remained scarce. However, recently a new branch of...
Persistent link: https://www.econbiz.de/10003715066
We combine general equilibrium theory and théorie générale of stochastic processes to derive structural results about … equilibrium state prices. -- General equilibrium ; Continuous-time finance ; Théorie générale of stochastic processes ; Asset …
Persistent link: https://www.econbiz.de/10003729456
Persistent link: https://www.econbiz.de/10003779122