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Portfolio efficiency of univariate time series models empirical evidence on Finnish and Swedish stock data
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752181
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Stock price fluctuation as a diffusion in a random enviroment [environment]
Föllmer, Hans - 1993
Persistent link: https://www.econbiz.de/10000881810
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Peaks or tails - what distinguished financial data?
Krämer, Walter; Runde, Ralf - 1996
Persistent link: https://www.econbiz.de/10000959254
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Extremal behaviour of diffusion models in finance
Borkovec, Milan; Klüppelberg, Claudia - 1996
Persistent link: https://www.econbiz.de/10000960264
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Testing the weak-form efficiency for the Indian stock-market
Inguva, Chandra Sekhar; Penmetsa, Nabitha Sree - 2007
Persistent link: https://www.econbiz.de/10003753529
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Estimating default probabilities implicit in equity prices
Janosi, Tibor; Jarrow, Robert A.; Yildirim, Yildiray - In: The credit market handbook : advanced modeling issues, (pp. 1-38). 2006
Persistent link: https://www.econbiz.de/10003338037
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Compound distribution models of stock returns : an empirical comparison
Akgiray, Vedat; Boeth, G. Geoffrey - In: Journal of financial services research : JFSR 10 (1987) 3, pp. 269-280
Persistent link: https://www.econbiz.de/10003475834