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Statistical methods in finance
Maddala, Gangadharrao S. (contributor);  … - 1996
Persistent link: https://www.econbiz.de/10000610528
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Econometric models of option pricing errors
Renault, Eric - 1997
Persistent link: https://www.econbiz.de/10001328730
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Stable paretian models in finance
Račev, Svetlozar T.; Mittnik, Stefan - 2000
Persistent link: https://www.econbiz.de/10001354951
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Econometric methods and financial time series
Campbell, John Y. (contributor) - In: Journal of econometrics 45 (1990) 1, pp. 1-290
Persistent link: https://www.econbiz.de/10001095356
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Statistical methodologies for financial research : special issue
Taylor, Stephen (contributor) - In: Mathematical finance : an international journal of … 4 (1994) 2, pp. 75-221
Persistent link: https://www.econbiz.de/10001185297
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A one-step test of the arbitrage pricing theory
Duan, Jin-Chuan - In: Advances in investment analysis and portfolio … 2 (1994), pp. 71-96
Persistent link: https://www.econbiz.de/10001185489
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Learning, large deviations and rare events
Benhabib, Jess; Dave, Chetan - In: Review of economic dynamics 17 (2014) 3, pp. 367-382
Persistent link: https://www.econbiz.de/10011280982
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Applied financial econometrics in e-commerce
Islam, Sardar M. N.; Oh, K. B. - 2003 - 1. ed.
Persistent link: https://www.econbiz.de/10001779805
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Cross-sectional asset pricing tests
Jagannathan, Ravi; Schaumburg, Ernst; Zhou, Guofu - In: Annual review of financial economics 2 (2010), pp. 49-74
Persistent link: https://www.econbiz.de/10008797839
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Financial econometrics modeling : market microstructure, factor models and financial risk measures
Gregoriou, Greg N. (ed.); Pascalau, Razvan (contributor) - 2011
Persistent link: https://www.econbiz.de/10008654748