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Analysis of stochastic PDEs arising from large portfolios of stochastic volatility models
Kolliopoulos, Nikolaos - 2018
Persistent link: https://www.econbiz.de/10012386950
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Autoregressive models with time-varying parameters and applications to financial time series
Liu, Haiyan - 2003
Persistent link: https://www.econbiz.de/10003628461
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Market imperfections, omitted asset markets, and abnormal real estate returns : a theoretical and empirical investigation
Liu, Crocker H. - 1988
Persistent link: https://www.econbiz.de/10001445060
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Real estate risk in equity returns : empirical evidence from U.S. stock markets
Michel, Gaston - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003829197
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Return patterns of German open-end real estate funds : an empirical explanation of smooth fund returns
Gläsner, Sebastian Michael - 2010
Persistent link: https://www.econbiz.de/10003933039
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Perspectives on asset pricing in dynamic production economies
Gershun, Natalia - 2003
Persistent link: https://www.econbiz.de/10003778898
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Essays in corporate bonds and futures markets
Taksler, Glen Barry - 2002
Persistent link: https://www.econbiz.de/10001717890
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Three essays on asset pricing and portfolio allocation
Zhang, Zhe - 2004
Persistent link: https://www.econbiz.de/10003387672