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Search: subject:"log-normality"
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OPEC
3
Limit Probability of a Markov Chain
2
Log-normality Distribution
2
Oil Price
2
Trend Deduction Model
2
Andrew Morton
1
Black-Scholes
1
Börsenkurs
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CAPM
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Corrado-Su
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David Heath
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Equity premium puzzle
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HJM framework
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India
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Jarrow-Rudd
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LIBOR
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Limit probability of a Markov Chain
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Log-normality distribution
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London Interbank Offered Rate
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Oil price
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Prague
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Regression analysis
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Regressionsanalyse
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Risikoprämie
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Risk premium
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Robert Jarrow
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Schätzung
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Time series analysis
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Trend deduction model
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applied financial economics
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Xu, Haiyan
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Zhang, ZhongXiang
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Costa, Carlos E. da
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Matos, Paulo
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Fondazione ENI Enrico Mattei (FEEM)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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International Journal of Financial Markets and Derivatives
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1
A trend deduction model of fluctuating oil prices
Xu, Haiyan
;
Zhang, ZhongXiang
-
2011
. We then undertake a probability distribution analysis and find that the oil price series have a
log-normality
…
Persistent link: https://www.econbiz.de/10010279413
Saved in:
2
A Trend Deduction Model of Fluctuating Oil Prices
Xu, Haiyan
;
Zhang, ZhongXiang
-
Fondazione ENI Enrico Mattei (FEEM)
-
2011
. We then undertake a probability distribution analysis and find that the oil price series have a
log-normality
…
Persistent link: https://www.econbiz.de/10009002695
Saved in:
3
Forward-premium puzzle : is it time to abandon the usual regression?
Costa, Carlos E. da
;
Jesus Filho, Jaime de
;
Matos, Paulo
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2852-2867
Persistent link: https://www.econbiz.de/10011594564
Saved in:
4
A trend deduction model of fluctuating oil prices
Xu, Haiyan
;
Zhang, ZhongXiang
-
Volkswirtschaftliche Fakultät, …
-
2010
. We then undertake a probability distribution analysis and find that the oil price series have a
log-normality
…
Persistent link: https://www.econbiz.de/10008740594
Saved in:
5
Valuation of volatility sensitive interest rate derivatives in an emerging market
Witzany, Jiri
- In:
International Journal of Financial Markets and Derivatives
1
(
2010
)
4
,
pp. 438-451
precise analytical formula based on an assumption of
log-normality
of the underlying assets applicable to a wide class of …
Persistent link: https://www.econbiz.de/10008755252
Saved in:
6
Parity analysis of non-
log
normality
of Black-Scholes and its inter-competence
Singh, Vipul Kumar
- In:
International Journal of Financial Markets and Derivatives
3
(
2014
)
4
,
pp. 358-391
-Scholes assumption of
log-normality
of the underlying asset return density with constant volatility. The second relative objective is to …
Persistent link: https://www.econbiz.de/10010817013
Saved in:
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