The following pages link to Javier Perote (Q433180):
Displaying 11 items.
- On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty (Q433181) (← links)
- Strategic behavior in regressions: an experimental study (Q893035) (← links)
- Bidding `as if' risk neutral in experimental first price auctions without information feedback (Q934687) (← links)
- Strategy-proof estimators for simple regression. (Q1431787) (← links)
- The impact of economic policy uncertainty and monetary policy on R\&D investment: an option pricing approach (Q2158312) (← links)
- Gram-Charlier densities: maximum likelihood versus the method of moments (Q2447407) (← links)
- Risk quantification and validation for Bitcoin (Q2661514) (← links)
- Gram–Charlier densities: a multivariate approach (Q3650967) (← links)
- Flexible distribution functions, higher-order preferences and optimal portfolio allocation (Q5234321) (← links)
- Asymptotic expansions for market risk assessment: evidence in energy and commodity indices (Q6601932) (← links)
- Quantitative easing and correlation dynamics in the aftermath of the great recession: a dynamic conditional correlation with exogenous variables approach (Q6646109) (← links)