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The information content of dividends : an application of the Kalman filter
Marseguerra, Giovanni - In: Rivista internazionale di scienze economiche e … 44 (1997) 4, pp. 725-751
Persistent link: https://www.econbiz.de/10001234101
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Is transaction price more value relevant compared to accounting information? : an investigation of a time-series approach
Tswei, Keshin - In: Pacific-Basin finance journal 21 (2013) 1, pp. 1062-1078
Persistent link: https://www.econbiz.de/10009693397
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Quantifying the quality of macroeconomic variables
Öller, Lars-Erik; Teterukovsky, Alex - In: International journal of forecasting 23 (2007) 2, pp. 205-217
Persistent link: https://www.econbiz.de/10003483772
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Information, data dimension and factor structure
Jacobs, Jan; Otter, Pieter W.; Reijer, Ard H. J. den - 2007
Persistent link: https://www.econbiz.de/10003596368
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Information theoretic causality detection between financial and sentiment data
Scaramozzino, Roberta; Cerchiello, Paola; Aste, Tomaso - 2021
Persistent link: https://www.econbiz.de/10012887631
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On the value of information sharing in the presence of information errors
Lu, Jizhou; Feng, Gengzhong; Shum, Stephen; Lai, Kin Keung - In: European journal of operational research : EJOR 294 (2021) 3, pp. 1139-1152
Persistent link: https://www.econbiz.de/10012591594
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Using asymmetric loss functions in time series econometrics
Titova, Anna - 2019
Persistent link: https://www.econbiz.de/10012021670
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Improving fractional integration tests with bootstrap distributions
Andersson, Michael K. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714017
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Is the relative risk aversion parameter constant over time? : A multi-country study
Das, Samarjit; Sarkar, Nityananda - In: Empirical economics : a journal of the Institute for … 38 (2010) 3, pp. 605-617
Persistent link: https://www.econbiz.de/10003951628
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Nonparametric estimation of risk-neutral densities
Grith, Maria; Härdle, Wolfgang; Schienle, Melanie - 2010
This chapter deals with nonparametric estimation of the risk neutral density. We present three different approaches which do not require parametric functional assumptions on the underlying asset price dynamics nor on the distributional form of the risk neutral density. The first estimator is a...
Persistent link: https://www.econbiz.de/10003953034