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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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Three essays on behavioural finance
Hemmens, Christopher - 2017
The fact that human economic behaviour has a significant irrational element - one that is simultaneously hard-to-explain and highly predictable - has fascinated economists for decades from Fechner, 1860 to Shiller, 2005 and beyond. In this dissertation, I investigate the field from various...
Persistent link: https://www.econbiz.de/10011948369
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The U-Mart system as an artificial intelligent stock market project
2008
Persistent link: https://www.econbiz.de/10003539948
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Artificial neural networks in finance and manufacturing
Kamruzzaman, Joarder (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003355390
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Modelling the implied probability of stock market movements
Scheicher, Martin; Glatzer, Ernst - In: Economic & financial modelling : a journal of the … 10 (2003) 4, pp. 153-197
Persistent link: https://www.econbiz.de/10001883022
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Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax - 2018
Persistent link: https://www.econbiz.de/10011818780
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Modeling latent variables in economics and finance
Bluteau, Keven - 2019
my first essay, I tackle the evaluation of volatility models which allow for (latent) structural breaks. It is of utmost … importance to capture these breaks in a timely manner, as a precise measure of volatility is crucial for optimal decision … management. However, no empirical study has been done to evaluate the overall performance of volatility model considering …
Persistent link: https://www.econbiz.de/10012055679
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Handbook of financial time series
Andersen, Torben (ed.); Davis, Richard A. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003494231
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Four essays on the empirical properties of stock market volatility
Masset, Philippe - 2012
Persistent link: https://www.econbiz.de/10009697323
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Security market imperfections in worldwide equity markets
Keim, Donald B. (contributor);  … - 2000
Persistent link: https://www.econbiz.de/10000968945