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141
How arbitrage-free is the Nelson-Siegel model?
Coroneo, Laura
;
Nyholm, Ken
;
Vidova-Koleva, Rositsa
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 393-407
Persistent link: https://www.econbiz.de/10009302103
Saved in:
142
Teoría de precios de arbitraje : evidencia empírica para Colombia a través de redes neuronales
Londoño H., Charle Augusto
;
Lopera Castaño, Mauricio
; …
- In:
Revista de economía del Rosario
13
(
2010
)
1
,
pp. 41-73
Persistent link: https://www.econbiz.de/10009304361
Saved in:
143
Spatial competition, arbitrage, and risk in US soybeans
Skadberg, Kristopher
;
Wilson, William W.
;
Larsen, Ryan
; …
- In:
Journal of agricultural and resource economics : JARE ; …
40
(
2015
)
3
,
pp. 442-456
Persistent link: https://www.econbiz.de/10011392539
Saved in:
144
Arbitrage-free Gaussian affine term structure model with observable factors
Wang, Gang
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 142-152
Persistent link: https://www.econbiz.de/10011398757
Saved in:
145
Arbitragemöglichkeiten bei fixen Aktien- und Aktienindextermingeschäften : vertieft am Beispiel von DAX-Futures mit unterschiedlicher Laufzeit
Neumann, Kai
-
1999
Der Autor analysiert die theoretische und empirische Preisbeziehung zwischen fixen Aktienindexterminkontrakten auf den gleichen Kontraktgegenstand (DAX) mit unterschiedlicher Fälligkeit. Die Untersuchung dieser Beziehung ist von der empirischen Kapitalmarktforschung bislang mit Hinweis auf die...
Persistent link: https://www.econbiz.de/10011401952
Saved in:
146
A modified arbitrage-free Nelson-Siegel model : an alternative affine term structure model of interest rates
Sim, Dara
;
Ohnishi, Masamitsu
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 53-74
Persistent link: https://www.econbiz.de/10010511549
Saved in:
147
US lodging firms' exposure to energy price risk
Lee, Seul Ki
;
Jang, Soocheong
- In:
Tourism economics : the business and finance of tourism …
21
(
2015
)
5
,
pp. 1095-1102
Persistent link: https://www.econbiz.de/10011416437
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148
Non-parametric analysis of equity arbitrage
Vortelinos, Dimitrios I.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 199-216
Persistent link: https://www.econbiz.de/10010532732
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149
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
150
Revisiting the arbitrage pricing
theory
(APT) in the Nigerian stock market : a structural var approach
Jamani, Ndubuisi
;
Modugu, Kennedy Prince
- In:
Business analyst : a refereed journal of Shri Ram …
35
(
2014/15
)
2
,
pp. 143-159
Persistent link: https://www.econbiz.de/10011342816
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