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Under-pricing of South and East Asian IPOs : an investigation of the relevance of governance quality in closely controlled companies

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Inferring the forward looking equity risk premium from derivative price

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Variance dynamics and term structure of the natural gas market

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Modeling U.S. monetary policy during the global financial crisis and lessons for Covid-19

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Alternative characterization of volatility of short-term interest rate

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A multi-factor model with time-varying and seasonal risk premiums for the natural gas market

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Asset price momentum and monetary policy : time-varying parameter estimation of Taylor Rules

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Trend of commodity prices and exchange rate in Australian economy : time varying parameter model approach

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Empirical Techniques in Finance

Bhar, Ramaprasad - 2005

Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root, Cointegration and Related Issues -- VAR Modeling -- Time Varying Volatility Models -- State-Space Models (I) -- State-Space Models (II) -- Discrete Time Real Asset Valuation...

Persistent link: https://www.econbiz.de/10014014047