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Bayesian analysis of stochastic volatility models
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 69-87
Persistent link: https://www.econbiz.de/10001639881
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Stochastic volatility in interest rates and nonlinearity in velocity
Barnett, William A.; Xu, Haiyang - In: The theory of monetary aggregation, (pp. 274-295). 2000
Persistent link: https://www.econbiz.de/10001508715
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Financial markets and financial fragility ; Vol. 2
Toporowski, Jan (contributor) - 2010
Persistent link: https://www.econbiz.de/10003996181
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Price dynamics, methodological
Marsh, Alex (contributor); Gibb, Kenneth (contributor) - 2011
Persistent link: https://www.econbiz.de/10009125678
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Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.; Diebold, Francis X.; Mariano, … - 2007
Persistent link: https://www.econbiz.de/10003729191
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Portfolio insurance trading rules
Bookstaber, Richard; Langsam, Joseph A. - In: The journal of futures markets 20 (2000) 1, pp. 41-57
Persistent link: https://www.econbiz.de/10001447794
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Asset allocation without unobservable parameters
Stutzer, Michael J. - In: Private wealth : advances in wealth management practices, (pp. 169-188). 2009
Persistent link: https://www.econbiz.de/10003810029
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Hedging low-cost-basis stock
Gordon, Robert N. - In: Private wealth : advances in wealth management practices, (pp. 373-383). 2009
Persistent link: https://www.econbiz.de/10003810087
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Investments and portfolio performance
Elton, Edwin J. (contributor) - 2010
Persistent link: https://www.econbiz.de/10008859440