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Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance
Giacomini, Enzo - 2009
Persistent link: https://www.econbiz.de/10003931427
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Quoting multiasset equity options in the presence of errors from estimating correlations
Fengler, Matthias R.; Schwendner, Peter - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 43-54
Persistent link: https://www.econbiz.de/10002108844
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On-market share buybacks, exercisable share options and earnings management
Balachandran, Balasingham; Chalmers, Keryn; Haman, Janto - In: Accounting and finance : journal of the Accounting … 48 (2008) 1, pp. 25-49
Persistent link: https://www.econbiz.de/10003682528
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Das Phänomen der Volatilität : die Beurteilung der Informationseffizienz des europäischen Optionsmarktes
Bertsch, Marina - 2008
Persistent link: https://www.econbiz.de/10013432207
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Econometric analysis of count data : with 20 tables
Winkelmann, Rainer - 2000 - 3., rev. and enl. ed.
Persistent link: https://www.econbiz.de/10001480685
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Econometric analysis of count data : with 20 tables
Winkelmann, Rainer - 2003 - 4. ed
Persistent link: https://www.econbiz.de/10001782363
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A Spectral Model of Turnover Reduction
Kakushadze, Zura - 2015
We give a simple explicit formula for turnover reduction when a large number of alphas are traded on the same execution platform and trades are crossed internally. We model turnover reduction via alpha correlations. Then, for a large number of alphas, turnover reduction is related to the largest...
Persistent link: https://www.econbiz.de/10013033768
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Econometric analysis of count data
Winkelmann, Rainer - 1997 - 2., rev. and enl. ed.
Persistent link: https://www.econbiz.de/10014267661
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Beyond reward expectancy : how do periodic incentive payments influence the temporal dynamics of performance?
Frankort, Hans T. W.; Avgoustaki, Argyro - In: Journal of management 48 (2022) 7, pp. 2075-2107
Persistent link: https://www.econbiz.de/10013396176