Browsing by Subject G12

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 20 of 43  next >
Issue DateTitleAuthor(s)
16-Oct-2013A "wreckers theory" of financial distress-
16-Oct-2013A Data-Reconstructed Fractional Volatility Model-
16-Oct-2013A minimal noise trader model with realistic time series properties-
16-Oct-2013A minimal noise trader model with realistic time series properties-
16-Oct-2013A noise trader model as a generator of apparent financial power laws and long memory-
16-Oct-2013A note on the coefficient of determination in regression models with infinite-variance variables-
16-Oct-2013A value at risk analysis of credit default swaps-
16-Oct-2013An affine macro-finance term structure model for the euro area-
16-Oct-2013Applications of statistical physics in finance and economics-
16-Oct-2013Bond pricing when the short term interest rate follows a threshold process-
16-Oct-2013Consumption, wealth and business cycles in Germany-
16-Oct-2013Consumption, wealth and business cycles: why is Germany different?-
16-Oct-2013Detecting multi-fractal properties in asset returns : the failure of the scaling estimator-
16-Oct-2013Fiscal institutions, fiscal policy and sovereign risk premia-
16-Oct-2013Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia-
16-Oct-2013Forecasting the price of crude oil via convenience yield predictions-
16-Oct-2013Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching-
16-Oct-2013Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models-
16-Oct-2013Labor and the Market Value of the Firm-
16-Oct-2013Learning, structural instability and present value calculations-