The following pages link to (Q4230831):
Displaying 50 items.
- Semi-nonparametric cointegration testing (Q1867722) (← links)
- Critical market crashes (Q1867905) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562) (← links)
- Scale invariance and criticality in financial markets (Q1873925) (← links)
- Degree stability of a minimum spanning tree of price return and volatility (Q1873934) (← links)
- Who wins? Study of long-run trader survival in an artificial stock market (Q1873965) (← links)
- Econometric analysis of volatile art markets (Q1927095) (← links)
- Comparing non-stationary and irregularly spaced time series (Q1927173) (← links)
- Fertility, volatility, and growth (Q1927839) (← links)
- Stock market crashes and dynamics of aftershocks (Q1928656) (← links)
- The performance of unit root tests under level-dependent heteroskedasticity (Q1928705) (← links)
- Asset pricing with multiplicative habit and power-expo preferences (Q1929843) (← links)
- Capital asset pricing models revisited: evidence from errors in variables (Q1934082) (← links)
- An asset return model capturing stylized facts (Q1935727) (← links)
- Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
- Time series properties of an artificial stock market (Q1960557) (← links)
- Nonparametric risk management and implied risk aversion (Q1969813) (← links)
- Measuring the temporary component of stock prices: robust multivariate analysis (Q1978571) (← links)
- Martingales, nonlinearity, and chaos (Q1978586) (← links)
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- Long horizon predictability: an asset allocation perspective (Q1999642) (← links)
- Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
- A real options based decision support tool for R\&D investment: application to CO\(_2\) recycling technology (Q2029058) (← links)
- Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation (Q2030733) (← links)
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate (Q2078000) (← links)
- Stochastic logistic model of the global financial leverage (Q2098904) (← links)
- A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation (Q2111326) (← links)
- Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues (Q2148646) (← links)
- Networks of causal relationships in the U.S. stock market (Q2148732) (← links)
- Predictability of cryptocurrency returns: evidence from robust tests (Q2148734) (← links)
- On the risk management of demand deposits: quadratic hedging of interest rate margins (Q2151679) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
- Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk (Q2155561) (← links)
- The connection between multiple prices of an option at a given time with single prices defined at different times: the concept of weak-value in quantum finance (Q2160107) (← links)
- On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (Q2212284) (← links)
- Applying correlation dimension to the analysis of the evolution of network structure (Q2213631) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- On the market price of risk (Q2230759) (← links)
- Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution (Q2244851) (← links)
- Random-time isotropic fractional stable fields (Q2248940) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- An e-E-insensitive support vector regression machine (Q2259798) (← links)
- Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation (Q2270561) (← links)
- Exchange rates and fundamentals under adaptive learning (Q2271674) (← links)
- Serial dependence in ARCH-models as measured by tail dependence coefficients (Q2271709) (← links)
- Coordination on bubbles in large-group asset pricing experiments (Q2291435) (← links)
- Nonlinear analysis of return time series model by oriented percolation dynamic system (Q2318889) (← links)
- When speculators meet suppliers: positive versus negative feedback in experimental housing markets (Q2338523) (← links)
