The following pages link to (Q4230831):
Displaying 50 items.
- Market efficiency and returns to simple technical trading rules: Further evidence from U.S., U.K., Asian and Chinese stock markets (Q853873) (← links)
- An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach (Q855247) (← links)
- New variance ratio tests to identify random walk from the general mean reversion model (Q868405) (← links)
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
- A Bayesian nonparametric approach for time series clustering (Q899011) (← links)
- Temporal aggregation of equity return time-series models (Q929677) (← links)
- Flexible supply contracts under price uncertainty (Q930966) (← links)
- Regret aversion and annuity risk in defined contribution pension plans (Q931195) (← links)
- Quantum model for the price dynamics: The problem of smoothness of trajectories (Q933495) (← links)
- A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity (Q946272) (← links)
- Understanding saving and portfolio choices with predictable changes in assets returns (Q949649) (← links)
- Stochastic equilibrium: Learning by exponential smoothing (Q951386) (← links)
- Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435) (← links)
- Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
- The peso problem hypothesis and stock market returns (Q951490) (← links)
- Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice (Q953646) (← links)
- Solution of macromodels with Hansen-Sargent robust policies: some extensions (Q953723) (← links)
- Herding, a-synchronous updating and heterogeneity in memory in a CBS (Q953775) (← links)
- Approximating volatility diffusions with CEV-ARCH models (Q956536) (← links)
- Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226) (← links)
- Predictability and habit persistence (Q959671) (← links)
- Properties of equilibrium asset prices under alternative learning schemes (Q959726) (← links)
- Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market (Q959746) (← links)
- Finite sample multivariate tests of asset pricing models with coskewness (Q961393) (← links)
- Functional modelling of volatility in the Swedish limit order book (Q961406) (← links)
- Global stochastic properties of dynamic models and their linear approximations (Q964551) (← links)
- Predicting daily exchange rate with singular spectrum analysis (Q974621) (← links)
- The non-random walk of stock prices: the long-term correlation between signs and sizes (Q978611) (← links)
- Volatility return intervals analysis of the Japanese market (Q978689) (← links)
- Correlation based networks of equity returns sampled at different time horizons (Q978862) (← links)
- On the theory of sterilized foreign exchange intervention (Q991397) (← links)
- A new methodology for studying the equity premium (Q993715) (← links)
- Cost minimization and the stochastic discount factor (Q993732) (← links)
- Longevity risk in portfolios of pension annuities (Q998263) (← links)
- Estimating VAR models for the term structure of interest rates (Q998269) (← links)
- Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
- A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (Q1000328) (← links)
- Quantum probability and financial market (Q1010115) (← links)
- Investment under uncertainty -- does competition matter? (Q1017017) (← links)
- Non-linear properties of conditional returns under scale mixtures (Q1019936) (← links)
- Testing the random walk hypothesis through robust estimation of correlation (Q1023580) (← links)
- Sequential calibration of options (Q1023619) (← links)
- On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338) (← links)
- Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach (Q1025347) (← links)
- Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
- Nonlinearity, data-snooping, and stock index ETF return predictability (Q1042502) (← links)
- Portfolio selection problems with random fuzzy variable returns (Q1043260) (← links)
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
- Expectation revisions and jumps in asset prices (Q1128939) (← links)
- Periodically collapsing stock price bubbles: A robust test (Q1274657) (← links)
