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Initializing the Kalman filter with incompletely specified initial conditions
Gómez, Víctor; Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000865466
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Competitive Risk Sharing Contracts with One-Sided Commitment
Krueger, Dirk - 2003
given period, after having observed her income, the agent can walk away from the contract, while the intermediary cannot, i … intermediaries. Insurance can be provided because in an equilibrium contract an up-front payment effectively locks in the agent with … an intermediary. We then show that our contract economy is equivalent to a consumption-savings economy with one …
Persistent link: https://www.econbiz.de/10012468559
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Contract durations in the electricity market : causal impact of 15 min trading on the EPEX SPOT market
Märkle-Huß, Joscha; Feuerriegel, Stefan; Neumann, Dirk - In: Energy economics 69 (2018), pp. 367-378
Persistent link: https://www.econbiz.de/10011941350
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Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010
Persistent link: https://www.econbiz.de/10003898661
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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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Transaction fee economics in the Ethereum blockchain
Donmez, Anil; Karajvanov, Alexander K. - In: Economic inquiry 60 (2022) 1, pp. 265-292
Persistent link: https://www.econbiz.de/10012796491
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Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid; Cenesizoglu, Tolga; Grass, Gunnar; … - 2021
Persistent link: https://www.econbiz.de/10012615644
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Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity : new international evidence
Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 52 (2017), pp. 188-209
Persistent link: https://www.econbiz.de/10011791338
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Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010
portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz … FINANCE -- CAUSALITY -- SUMMARY -- Chapter 4: Common Pitfalls in Financial Modeling -- THEORY AND ENGINEERING -- ENGINEERING …
Persistent link: https://www.econbiz.de/10012683140
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Tactical size rotation in Switzerland
Hock, Thorsten (contributor) - 2008
The size premium, defined as the outperformance of equities of small and medium-sized companies compared with the shares of large companies, is subject to strong cyclical fluctuations over time. This study examines the predictability of this premium for the Swiss stock market. The forecasts used...
Persistent link: https://www.econbiz.de/10003650372