Search Results - subject:"pricing errors"

Parra-Alvarez, Juan Carlos; Polattimur, Hamza; Posch, Olaf - 2020

Persistent link: https://www.econbiz.de/10012317665

Parra-Alvarez, Juan Carlos; Polattimur, Hamza; Posch, Olaf - 2020

substantial pricing errors. A first-order approximation in continuous time reduces pricing errors by 90 percent relative to the …

Persistent link: https://www.econbiz.de/10012211025

Parra-Alvarez, Juan Carlos; Polattimur, Hamza; Posch, Olaf - 2020

substantial pricing errors. A first-order approximation in continuous time reduces pricing errors by 90 percent relative to the …

Persistent link: https://www.econbiz.de/10012214161

He, Ai; Zhou, Guofu - In: Financial management : FM 52 (2023) 4, pp. 617-642

Persistent link: https://www.econbiz.de/10014443510

Ouysse, Rachida - In: Journal of financial econometrics 21 (2023) 2, pp. 368-411

Persistent link: https://www.econbiz.de/10014314752

Hara, Chiaki; Honda, Toshiki - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4246-4260

Persistent link: https://www.econbiz.de/10013369050

Parra-Alvarez, Juan Carlos; Posch, Olaf; Schrimpf, Andreas - 2021

Persistent link: https://www.econbiz.de/10012586640

Parra-Alvarez, Juan Carlos; Polattimur, Hamza; Posch, Olaf - In: Journal of economic dynamics & control 133 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10014535746

Söderlind, Paul - 2016 - This version: May 2016

A GMM-based system for two different linear factor pricing models is used to test if the pricing errors are the same …

Persistent link: https://www.econbiz.de/10011686300

Smith, Zachary A.; Baglione, Stephen L.; Murphy, Patrick R. - In: Journal of business and economic perspectives 47 (2020) 1, pp. 28-45

Persistent link: https://www.econbiz.de/10012301034

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