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Bollerslev, Tim
75
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56
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41
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39
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ECONIS (ZBW)
9,672
EconStor
9
ArchiDok
1
Showing
11
-
20
of
9,682
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11
Incorporating diagnostic expectations into the new Keynesian framework
L'Huillier, Jean-Paul
;
Singh, Sanjay R.
;
Yoo, Donghoon
-
2023
Persistent link: https://www.econbiz.de/10014328949
Saved in:
12
Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets
Lux, Thomas
-
2016
Persistent link: https://www.econbiz.de/10012991383
Saved in:
13
Anchoring
heuristics
, investor sentiment and stylized facts in the stock market : an agent based model
Higachi, Hermes
;
Faria, Ana Cristina Cruz de
;
Sbicca, …
- In:
Theoretical economics letters
10
(
2020
)
1
,
pp. 198-217
Persistent link: https://www.econbiz.de/10012491554
Saved in:
14
Dynamische Portfolio-Selektion unter Berücksichtigung von Kurssprüngen
Nietert, Bernhard
-
1998
Persistent link: https://www.econbiz.de/10000998162
Saved in:
15
Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000646551
Saved in:
16
B-spline techniques for volatility modeling
Corlay, Sulvain
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 97-135
Persistent link: https://www.econbiz.de/10011563492
Saved in:
17
Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen
;
Toan Luu Duc Huynh
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
Saved in:
18
Stock market portfolio construction : a four-stage model based on Fractal analysis
Ghosh, Indranil
;
Chaudhuri, Tamal D.
- In:
South Asian journal of management : SAJM
25
(
2018
)
4
,
pp. 117-149
Persistent link: https://www.econbiz.de/10012011628
Saved in:
19
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
20
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Saved in:
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