Narrow search
Showing 1 - 10 of 659
Cover Image
How tick size affects the high frequency scaling of stock return distributions
Curato, Gianbiagio; Lillo, Fabrizio - In: Financial econometrics and empirical market microstructure, (pp. 55-76). 2015
Persistent link: https://www.econbiz.de/10011326716
Cover Image
Firm-size distribution in Poland - is power law applicable?
Gabrielczak, Piotr; Serwach, Tomasz - 2019
Persistent link: https://www.econbiz.de/10012175350
Cover Image
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi; Koivusalo, Alexander F. R. - In: Economic modelling 30 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Cover Image
Comment on "imitation processes with small mutations : (j. econ. theory 131 (2006) 251-262)
McAvoy, Alex - In: Journal of economic theory 159 (2015), pp. 66-69
Persistent link: https://www.econbiz.de/10011550406
Cover Image
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo; Ziegelmann, Flávio A. - In: International journal of forecasting 34 (2018) 1, pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Cover Image
Scale-free distribution as an economic invariant : a theoretical approach
Chakrabarti, Anindya S. - In: Journal of economic interaction and coordination : JEIC 12 (2017) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10011878088
Cover Image
Simple binomial processes as diffusion approximations in financial models
Nelson, Daniel B.; Ramaswamy, Krishna - 1990
Persistent link: https://www.econbiz.de/10000811122
Cover Image
A test for independence of dichotomous stochastic variables distributed over a regular two-dimensional lattice
Schmidt, Joachim; Kuhbier, Peter - 1979
Persistent link: https://www.econbiz.de/10000164560
Cover Image
Dispersion of growth paths of macroeconomic models in thermodynamic limits : two-parameter Poisson-Dirichlet models
Aoki, Masanao - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 3-13
Persistent link: https://www.econbiz.de/10003715648