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Quantitative financial economics : stocks, bonds and foreign exchange
Cuthbertson, Keith; Nitzsche, Dirk - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10002114685
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Markov switching in portfolio choice and asset pricing models : a survey
Guidolin, Massimo - 2011
Persistent link: https://www.econbiz.de/10009698155
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Long-run bulls and bears
Albuquerque, Rui; Eichenbaum, Martin S.; Papanikolaou, … - In: Journal of monetary economics 76 (2015), pp. 21-36
Persistent link: https://www.econbiz.de/10011488090
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Long-run bulls and bears
Albuquerque, Rui; Eichenbaum, Martin S.; Papanikolaou, … - 2015
Persistent link: https://www.econbiz.de/10010483549
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Long-run bulls and bears
Albuquerque, Rui; Eichenbaum, Martin S.; Papanikolaou, … - 2015
Persistent link: https://www.econbiz.de/10010485608
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When nonrandomness appears random : a challenge to financial economics
Malliaris, Anastasios G.; Malliaris, Mary E. - In: Progress in financial markets research, (pp. 71-82). 2012
Persistent link: https://www.econbiz.de/10009678568
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Incomplete and asymmetric information in asset pricing theory
Back, Kerry E. - In: Stochastic methods in finance : lectures given at the …, (pp. 1-25). 2004
Persistent link: https://www.econbiz.de/10002526402
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Einführung in die Statistik der Finanzmärkte
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2001
Persistent link: https://www.econbiz.de/10001599509
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Financial econometrics : problems, models, and methods
Gouriéroux, Christian; Jasiak, Joann - 2001
Persistent link: https://www.econbiz.de/10001601613
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Is traditional capital market theory consistent with fat-tailed log returns?
Bamberg, Günter; Dorfleitner, Gregor - In: Journal of business economics : JBE 72 (2002) 8, pp. 865-878
Persistent link: https://www.econbiz.de/10001697901