Narrow search
Showing 1,281 - 1,290 of 767,049
Cover Image
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald; Hsu, Chiente; Tauchen, George Eugene - In: The review of economics and statistics 81 (1999) 4, pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Cover Image
Recursive direct algorithms for multistage stochastic programs in financial engineering
Steinbach, Marc C. - In: Operations research proceedings 1998 : selected papers …, (pp. 241-250). 1999
Persistent link: https://www.econbiz.de/10001437540
Cover Image
A principal components analysis of common stochastic trends in heterogeneous panel data : some Monte Carlo evidence
Hall, Stephen G.; Lazarová, Stěpána; Urga, Giovanni - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 749-767
Persistent link: https://www.econbiz.de/10001437556
Cover Image
Pricing and hedging long-term options
Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: Journal of econometrics 94 (2000) 1/2, pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
Cover Image
A path integral approach to derivative security pricing, [Teil] 1, Formalism and analytical results
Bennati, Eleonora; Rosa-Clot, Marco; Taddei, Stefano - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 381-407
Persistent link: https://www.econbiz.de/10001438696
Cover Image
A stochastic, dynamic, multi-objective model for siting manufacturing plants abroad with contingency planning
Melachrinoudis, Emanuel; Min, Ho-key - In: Advances in mathematical programming and financial … 5 (1999), pp. 19-37
Persistent link: https://www.econbiz.de/10001438986
Cover Image
Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo; Schwartz, Eduardo S. - In: Journal of energy finance & development 3 (1998) 1, pp. 73-84
Persistent link: https://www.econbiz.de/10001440011
Cover Image
New directions for stochastic open economy models
Obstfeld, Maurice; Rogoff, Kenneth S. - In: Journal of international economics 50 (2000) 1, pp. 117-153
Persistent link: https://www.econbiz.de/10001441434
Cover Image
A conjugate gamma model for durations in transaction data
Lunde, Asger - In: Econometric modelling of durations between economic events, (pp. 5-30). 1999
Persistent link: https://www.econbiz.de/10001442374
Cover Image
A generalized gamma autoregressive conditional duration model
Lunde, Asger - In: Econometric modelling of durations between economic events, (pp. 31-68). 1999
Persistent link: https://www.econbiz.de/10001442379