Narrow search
Showing 1 - 10 of 11
Cover Image
Rank estimators for a transformation model
Asparouhova, Elena; Golanski, Robert; Kasprzyk, Krzystof; … - In: Econometric theory 18 (2002) 5, pp. 1099-1120
Persistent link: https://www.econbiz.de/10001702333
Cover Image
Liquidity biases in asset pricing tests
Asparouhova, Elena; Bessembinder, Hendrik; Kalcheva, Ivalina - In: Journal of financial economics 96 (2010) 2, pp. 215-237
Persistent link: https://www.econbiz.de/10003979145
Cover Image
The econometrics of learning in financial markets
Bossaerts, Peter L. - In: Econometric theory 11 (1995) 1, pp. 151-189
Persistent link: https://www.econbiz.de/10001176345
Cover Image
Filtering returns for unspecified biases in priors when testing asset pricing theory
Bossaerts, Peter L. - In: The review of economic studies 71 (2004) 1, pp. 63-86
Persistent link: https://www.econbiz.de/10001879682
Cover Image
Local parametric analysis of hedging in discrete time
Bossaerts, Peter L.; Hillion, Pierre Henri - 1995
Persistent link: https://www.econbiz.de/10000912231
Cover Image
Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.; Hillion, Pierre Henri - 1997
Persistent link: https://www.econbiz.de/10000980780
Cover Image
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L. - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 71-83). 1996
Persistent link: https://www.econbiz.de/10001318071
Cover Image
Local parametric analysis of hedging in discrete time
Bossaerts, Peter L. - In: Journal of econometrics 81 (1997) 1, pp. 243-272
Persistent link: https://www.econbiz.de/10001336795
Cover Image
A test of a general equilibrium stock option pricing model
Bossaerts, Peter L. - In: Mathematical finance : an international journal of … 3 (1993) 4, pp. 311-347
Persistent link: https://www.econbiz.de/10001185123
Cover Image
Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.; Hillion, Pierre Henri - In: Journal of financial markets 6 (2003) 4, pp. 573-605
Persistent link: https://www.econbiz.de/10001780139