Similar Search Results - EconBiz

Implementing efficient market structure

Grimm, Veronika; Riedel, Frank; Wolfstetter, Elmar - 2000

This article studies the design of optimal mechanisms to regulate entry in natural oligopoly markets, assuming the regulator is unable to control the behavior of firms once they are in the market. We adapt the Clarke-Groves mechanism, characterize the optimal mechanism that maximizes the...

Persistent link: https://www.econbiz.de/10009583432

Time varying market price of risk in the CAPM approaches, empirical evidence and implications

Hafner, Christian M.; Herwartz, Helmut - 1999

Persistent link: https://www.econbiz.de/10001377689

Robust adaptive estimation of dimension reduction space

Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001918932

Selfinformative limits of bayes estimates and generalized maximum likelihood

Bunke, Olaf (contributor); Johannes, Jan (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919013

Markovian short rates in a forward rate model with a general class of Lévy processes

Küchler, Uwe (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919022

Trending time-varying coefficient models with serially correlated errors

Cai, Zongwu (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919034

On oscillations of the geometric Brownian motion with time delayed drift

Gushchin, Alexander A. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919051

Noise induced oscillation in solutions of stochastic delay differential equations

Appleby, John A. D. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919070

Correlation risk premia for multi-asset equity options

Fengler, Matthias R. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919088

Cyclical correlations, credit contagion, and portfolio losses

Giesecke, Kay (contributor); Weber, Stefan (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919109

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