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Exchange rate variability and asset trade
Persson, Torsten; Svensson, Lars E. O. - 1989
Persistent link: https://www.econbiz.de/10000759070
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Verteilungsprognose für den Deutschen Aktienindex : Einsatz neuronaler Netze
Baun, Susanne - 1997
Persistent link: https://www.econbiz.de/10000956636
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Applied quantitative finance
Härdle, Wolfgang (ed.); Hautsch, Nikolaus (ed.);  … - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003719524
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Financial markets and the real economy
Cochrane, John H. - 2005
Persistent link: https://www.econbiz.de/10003285703
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Volatility-induced financial growth
Dempster, Michael A. H.; Evstigneev, Igor V.; … - In: Quantitative fund management, (pp. 67-84). 2009
Persistent link: https://www.econbiz.de/10003796944
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Is the volatility of the market price of risk due to intermittent portfolio re-balancing?
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - 2009
Persistent link: https://www.econbiz.de/10003889788
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Essays on information, hedging, volatility in financial market
Xiao, Yajun - 2009
Persistent link: https://www.econbiz.de/10003916641
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Time series momentum
Moskowitz, Tobias J.; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of financial economics 104 (2012) 2, pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
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Is the volatility of market price of risk due to intermittent portfolio rebalancing?
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - In: The American economic review 102 (2012) 6, pp. 2859-2896
Persistent link: https://www.econbiz.de/10009710863
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Asset allocation in markets with contagion : the interplay between volatilities, jump intensities, and correlations
Konermann, Patrick; Meinerding, Christoph; Sedova, Olga - In: Review of financial economics : RFE 22 (2013) 1, pp. 36-46
Persistent link: https://www.econbiz.de/10009717856