The following pages link to (Q4230831):
Displaying 50 items.
- Estimating the parameters of stochastic differential equations (Q1299880) (← links)
- Long-term equity anticipation securities and stock market volatility dynamics (Q1302760) (← links)
- A critical look at Lo's modified \(R/S\) statistic. (Q1304363) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962) (← links)
- Stock valuation along a Markov chain. (Q1408327) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (Q1410572) (← links)
- Using discrete-time techniques to test continuous-time models for nonlinearity in drift (Q1418613) (← links)
- No evidence of chaos but some evidence of dependence in the US stock market. (Q1419354) (← links)
- Mean-variance hedging for pricing European-type contingent claims with transaction costs. (Q1421067) (← links)
- Simple approximations for option pricing under mean reversion and stochastic volatility (Q1424642) (← links)
- Fuzzy interval methods in investment risk appraisal. (Q1426745) (← links)
- Analysis of the conditional stock-return distribution under incomplete specification. (Q1427543) (← links)
- On complex behavior and exchange rate dynamics (Q1433613) (← links)
- The futility of utility: how market dynamics marginalize Adam Smith (Q1577068) (← links)
- A radial basis function artificial neural network test for ARCH (Q1583167) (← links)
- Term structure views of monetary policy under alternative models of agent expectations (Q1583315) (← links)
- Testing efficient market hypothesis for the dollar--sterling gold standard exchange rate 1890--1906: MLE with double truncation (Q1583390) (← links)
- New solutions to the bond-pricing equation via Lie's classical method (Q1585830) (← links)
- Statistical analysis of fixed income market (Q1598562) (← links)
- Decomposing the stock market intraday dynamics (Q1598989) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- The compass rose and random walk tests. (Q1603898) (← links)
- Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances. (Q1605201) (← links)
- A direct test for the mean variance efficiency of a portfolio. (Q1605419) (← links)
- Is there a return-risk link in education? (Q1605441) (← links)
- Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates (Q1609626) (← links)
- Modeling daily realized futures volatility with singular spectrum analysis (Q1611123) (← links)
- Illiquidity premium and expected stock returns in the UK: a new approach (Q1619642) (← links)
- The high order dispersion analysis based on first-passage-time probability in financial markets (Q1620445) (← links)
- Exact and approximate solutions for options with time-dependent stochastic volatility (Q1630713) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- On the extension of Householder's method for weighted Moore-Penrose inverse (Q1644552) (← links)
- Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
- Identification and inference in two-pass asset pricing models (Q1656372) (← links)
- Perpetual learning and apparent long memory (Q1657333) (← links)
- Unsupervised feature selection by regularized self-representation (Q1677074) (← links)
- Application of the delta method to functions of the sample mean when observations are dependent (Q1685282) (← links)
- Random walks and diffusion on networks (Q1687598) (← links)
- Dynamics of cluster structure in financial correlation matrix (Q1694154) (← links)
- Moving block bootstrapping for a CUSUM test for correlation change (Q1738004) (← links)
- Unconditional positive stable numerical solution of partial integrodifferential option pricing problems (Q1756203) (← links)
- A stochastic approach to risk management for prostate cancer patients on active surveillance (Q1786034) (← links)
- Tolerance to arbitrage (Q1805785) (← links)
- Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
- Entropy and predictability of stock market returns. (Q1858946) (← links)
- Market efficiency, asset returns, and the size of the risk premium in global equity markets. (Q1858952) (← links)
