Narrow search
Showing 1 - 10 of 12,922
Cover Image
Essays on credit risk and credit derivatives
Bajlum, Claus - 2008
Persistent link: https://www.econbiz.de/10003761742
Cover Image
Essays in empirical economics
Pischke, Jörn-Steffen - 1992
Persistent link: https://www.econbiz.de/10000867631
Cover Image
Measuring the information content of stock trades
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10001106450
Cover Image
Information, forecasts, and measurement of the business cycle
Evans, George W. - In: Journal of monetary economics 33 (1994) 2, pp. 233-254
Persistent link: https://www.econbiz.de/10001160901
Cover Image
Does reliable information improve the accuracy of judgmental forecasts?
Remus, William E. - In: International journal of forecasting 11 (1995) 2, pp. 285-293
Persistent link: https://www.econbiz.de/10001189976
Cover Image
Information theoretic causality detection between financial and sentiment data
Scaramozzino, Roberta; Cerchiello, Paola; Aste, Tomaso - 2021
Persistent link: https://www.econbiz.de/10012887631
Cover Image
Arbitrage-Based Filtering of Option Price Data
Moussa, Karim - 2018
meaningful, this paper proposes a simple filtering procedure for option prices based on the no-arbitrage principle, in which the … data are adjusted only if basic no-arbitrage conditions are violated. In such case, quotes are adjusted by using …
Persistent link: https://www.econbiz.de/10012916692
Cover Image
Quantitative methods for economics and finance
Trinidad Segovia, Juan Evangelista (ed.);  … - 2021
This book is a collection of papers for the Special Issue "Quantitative Methods for Economics and Finance" of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers...
Persistent link: https://www.econbiz.de/10012586869
Cover Image
Statistical arbitrage with mean-reverting overnight price gaps on high-frequency data of the S&P 500
Stübinger, Johannes; Schneider, Lucas - In: Journal of risk and financial management : JRFM 12 (2019) 2/51, pp. 1-19
This paper develops a fully-fledged statistical arbitrage strategy based on a mean-reverting jump-diffusion model and …
Persistent link: https://www.econbiz.de/10012022240
Cover Image
Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth - 1994
Persistent link: https://www.econbiz.de/10000893910