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Modelling the yield curve : a two components approach

Hatgioannides, John (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002229537

Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies

Tomat, Gian Maria - 2023

Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...

Persistent link: https://www.econbiz.de/10014337024

Modelling the paradox in stock markets by variance ratio volatility estimator that utilises extreme values of asset prices

Shaik, Muneer; Maheswaran, S. - In: Journal of emerging market finance 15 (2016) 3, pp. 333-361

Persistent link: https://www.econbiz.de/10011691166

Time scale and fractionality in financial time series

Sproul, Thomas W. - In: Agricultural finance review 76 (2016) 1, pp. 76-93

Persistent link: https://www.econbiz.de/10011695555

A hidden Markov Model inference approach to testing the random walk hypothesis : empirical evidence from the Nigerian stock market

Nkemnole, Edesiri - In: Journal of economic and financial sciences 9 (2016) 3, pp. 696-713

Persistent link: https://www.econbiz.de/10011658239

On the nonstationarity of the exchange rate process

Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: International review of financial analysis 23 (2012), pp. 30-34

Persistent link: https://www.econbiz.de/10009690133

On the nonstationarity of the exchange rate process

Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - 2010

Persistent link: https://www.econbiz.de/10008841895

Quantifying reflexivity in financial markets : towards a prediction of flash crashes

Filimonov, Vladimir; Sornette, Didier - 2012

driving. complex systems ; econophysics ; exogenous ; versus endogenous ; high-frequency trading ; criticality ; trading …

Persistent link: https://www.econbiz.de/10009561617

Exchange rate predictability with nine alternative models for BRICS countries

Salisu, Afees A.; Gupta, Rangan; Kim, Won Joong - In: Journal of macroeconomics 71 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013328218

Estimating time-varying coefficients with Gretl using the VC method

Schlicht, Ekkehart - 2022

This paper documents the function and use of the Gretl function package VCwrapper.pdf that implements the VC method for estimating time-varying coefficients in linear models as described in Schlicht (2021). It builds on the VCC program by Schlicht (2021a), is easy to use and highly configurable....

Persistent link: https://www.econbiz.de/10013162174