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Estimation of integrated volatility in stochastic volatility models
Woerner, Jeannette H. C. - 2003
Persistent link: https://www.econbiz.de/10009581654
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On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
Madan, Dilip B.; Pistorius, M.; Stadje, M. - In: Finance and stochastics 21 (2017) 4, pp. 1073-1102
Persistent link: https://www.econbiz.de/10011944476
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Efficiency in large markets with firm heterogeneity
Dhingra, Swati; Morrow, John - In: Research in economics : an international review of economics 71 (2017) 4, pp. 718-728
Persistent link: https://www.econbiz.de/10011879052
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Efficiency in large markets with firm heterogeneity
Dhingra, Swati; Morrow, John - 2017
Persistent link: https://www.econbiz.de/10011737801