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result(s) -
Result(s) 251 to
260 |
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| 251. | Duration & Dimension
Publishing author: HALLERBACH Winfried George
Co-author(s):
Working paper (2003 - Erasmus University Rotterdam) - English
Online since 2003.02.25 at 15:39:57 -
244 download(s) - 4
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 42 KB) - Zip version (32 KB) |
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| 252. | Estimating and Predicting Multivariate Volatility Thresholds in Global Stock Markets
Publishing author: AUDRINO Francesco
Co-author(s): TROJANI Fabio
Working paper (2003) - English
Online since 2003.02.13 at 14:46:51 -
174 download(s) - 3
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 613 KB) - Zip version (534 KB) |
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| 253. | Synchronizing Multivariate Financial Time Series
Publishing author: AUDRINO Francesco
Co-author(s): BUHLMANN Peter
Working paper (2001) - English
Online since 2003.02.13 at 14:45:03 -
130 download(s) - 3
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 451 KB) - Zip version (376 KB) |
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| 254. | Local Likelihood for non-parametric ARCH(1) Models
Publishing author: AUDRINO Francesco
Co-author(s):
Working paper (2002) - English
Online since 2003.02.13 at 14:42:45 -
55 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 357 KB) - Zip version (308 KB) |
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| 255. | A multivariate FGD technique to improve VaR computation in equity markets
Publishing author: AUDRINO Francesco
Co-author(s): BARONE-ADESI Giovanni
Working paper (2002) - English
Online since 2003.02.13 at 14:39:48 -
122 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 416 KB) - Zip version (356 KB) |
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| 256. | Options Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities
Publishing author: DAVID Alexander
Co-author(s): VERONESI Pietro
Working paper (2002 - Olin School of Business - Washington University in St. Louis) - English
Online since 2003.02.12 at 01:52:41 -
388 download(s) - 3
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 706 KB) - Zip version (536 KB) |
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| 257. | Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs
Publishing author: POST Thierry
Co-author(s): LEVY Haim
Working paper (2002 - Erasmus Research Institute of Management ) - English
Online since 2003.02.10 at 15:09:40 -
246 download(s) - 3
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 222 KB) - Zip version (194 KB) |
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| 258. | Stochastic Dominance Approach to Spanning: With an Application to the January Effect
Publishing author: POST Thierry
Co-author(s):
Working paper (2003 - Erasmus Research Institute of Management ) - English
Online since 2003.02.10 at 15:06:45 -
69 download(s) - 1
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 98 KB) - Zip version (82 KB) |
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| 259. | Optimal portfolio choice under loss aversion
Publishing author: POST Thierry
Co-author(s): BERKELAAR Arjan / KOUWENBERG Roy
Working paper (2003 - Tinbergen Institute) - English
Online since 2003.02.10 at 15:03:22 -
348 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 1098 KB) - Zip version (322 KB) |
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| 260. | Optimal Convergence Trading
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2003 - Cornerstone Research) - English
Online since 2003.02.10 at 15:00:00 -
137 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 370 KB) - Zip version (324 KB) |
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