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An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses

Christensen, Bent Jesper; Wel, Michael van der - 2010

Persistent link: https://www.econbiz.de/10003947812

Extending the Fama and French model with a long term memory factor

López-García, M. N.; Trinidad-Segovia, J. E.; … - In: European journal of operational research : EJOR 291 (2021) 2, pp. 421-426

Persistent link: https://www.econbiz.de/10012495319

Nichtlineare Regimewechselmodelle : theoretische und empirische Evidenz am deutschen Kapitalmarkt

Brannolte, Cord - 2002 - 1. Aufl.

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Quantitative corporate finance

Guerard, John Baynard; Saxena, Anureet; Gültekin, … - 2021 - Second edition

and the Cost of Funds -- Chapter 11. Investing in Assets: Theory of Investment Decision Making -- Chapter 12. Regression …

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Theory of Markets : Trade and Space-time Patterns of Price Fluctuations A Study in Analytical Economics

Roehner, Bertrand M. - 1995

The purpose of the book is to investigate the foundations of international and interregional trade at the microeconomic level of spatially separated commodity markets. At this level, price arbitrage and local disparities in production and demand functions are the main determinants. The model,...