Similar Search Results

Risk control of mean-reversion time in statistical arbitrage

Yeo, Joongyeub; Papanicolaou, George - In: Risk and decision analysis 6 (2017) 4, pp. 263-290

Persistent link: https://www.econbiz.de/10011925104

Election predictions are arbitrage-free : response to Taleb : letter to the editors

Clayton, Aubrey - In: Quantitative finance 19 (2019) 11, pp. 1771-1774

Persistent link: https://www.econbiz.de/10012194825

No-arbitrage priors, drifting volatilities, and the term structure of interest rates

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2020

Persistent link: https://www.econbiz.de/10012388385

Arbitrage risk and the cross-section of stock returns : evidence from China

Lin, Yu En; Chu, Chien Chi; Omura, Akihiro; Li, Bin; … - In: Emerging markets review 43 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012414438

Bewertung junger Unternehmen

Hayn, Marc - 2000 - 2., stark überarb. Aufl.

Persistent link: https://www.econbiz.de/10001474500

Bewertung junger Unternehmen

Hayn, Marc - 1998

Persistent link: https://www.econbiz.de/10000676177

The predictability of KLSE CI stock index futures returns and the conditional multifactor APT model

Ford, James L.; Pok, Wee Ching; Poshakwale, Sunil S. - 2006

Persistent link: https://www.econbiz.de/10003349102

Inflation co-movement across countries in multi-maturity term structure : an arbitrage-free approach

Chen, Shi; Härdle, Wolfgang; Wang, Weining - 2015

capture a more accurate real-time estimate of inflation expectation on the basis of financial markets, we propose an arbitrage … the term structure of government bond yields, the arbitrage-free model we proposed is the extension of the arbitrage …

Persistent link: https://www.econbiz.de/10011389060

Inflation co-movement across countries in multi-maturity term structure: an arbitrage-free approach

Chen, Shi - In: Econometric measures of financial risk in high dimensions, (pp. 63-89). 2017

Persistent link: https://www.econbiz.de/10011913346

Generation of scenarios for the interest rates under the arbitrage-free dynamic Nelson-Siegel model

Dang-Nguyen, Stéphane; Rakotondratsimba, Yves - In: International journal of financial engineering and risk … 2 (2016) 3, pp. 220-255

Persistent link: https://www.econbiz.de/10011778857