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Fat tails in financial markets
Ergun, Lerby M. - 2016
Persistent link: https://www.econbiz.de/10011422491
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Time-varying parameter models for discrete valued time series
Lit, Rutger - 2016
Persistent link: https://www.econbiz.de/10011415304
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Making real options credible : incomplete markets, dynamics, and model ambiguity
Zhao, Lin - 2015
Persistent link: https://www.econbiz.de/10011389173
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Options and higher-order risk premiums
Xiao, Xiao - 2017
Persistent link: https://www.econbiz.de/10011606865
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Bayesian analysis of latent variable models in finance
Barra, István - 2016
Persistent link: https://www.econbiz.de/10011534212
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The market for passenger transport by train : an empirical analysis
Vuuren, Danie͏̈l J. van - 2002
Persistent link: https://www.econbiz.de/10001709037
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On extreme value approximation to tails of distribution functions
Li, Deyuan - 2004
Persistent link: https://www.econbiz.de/10002210996
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Essays on the measurement sensitivity of risk aversion and causal effects in education
Booij, Adam S. - 2009
Persistent link: https://www.econbiz.de/10003825571
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Liquidity and price discovery in real estate assets
Wit, Erik R. de - 2011
Persistent link: https://www.econbiz.de/10009248435
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Aggregate productivity growth under the microscope
Wolf, Zoltán - 2011
Persistent link: https://www.econbiz.de/10009407900