Narrow search
Showing 1 - 10 of 18
Cover Image
Common nonstationary components of asset prices
Bossaerts, Peter L. - In: Journal of economic dynamics & control 12 (1988) 2, pp. 199-607
Persistent link: https://www.econbiz.de/10001269089
Cover Image
The existence of security market equilibrium with an nonatomic state space
Mas-Colell, Andreu; Zame, William R. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000829596
Cover Image
The existence of security market equilibrium with a nonatomic state space
Mas-Colell, Andreu; Zame, William R. - 1992
Persistent link: https://www.econbiz.de/10000907723
Cover Image
The existence of security market equilibrium with a nonatomic state space
Mas-Colell, Andreu; Zame, William R. - 1992
Persistent link: https://www.econbiz.de/10000893820
Cover Image
Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L.; Hillion, Pierre Henri - In: The review of financial studies 12 (1999) 2, pp. 405-428
Persistent link: https://www.econbiz.de/10001421811
Cover Image
IPO post-issue markets : questionable predilections but diligent learners?
Bossaerts, Peter L.; Hillion, Pierre Henri - 1997
Persistent link: https://www.econbiz.de/10000980771
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
Market microstructure effects of government intervention in the foreign exchange market
Bossaerts, Peter L. - In: The review of financial studies 4 (1991) 3, pp. 513-541
Persistent link: https://www.econbiz.de/10001329864
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
A general equilibrium model of changing risk premia : theory and tests
Bossaerts, Peter L. - In: The review of financial studies 2 (1989) 4, pp. 467-493
Persistent link: https://www.econbiz.de/10001106407