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Showing results 1 to 20 of 35  next >
Issue DateTitleAuthor(s)
16-Oct-2013A "wreckers theory" of financial distress-
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 minimal noise trader model with realistic time series properties-
16-Oct-2013Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns-
16-Oct-2013Detecting multi-fractal properties in asset returns : the failure of the scaling estimator-
16-Oct-2013Diversification and ownership concentration-
16-Oct-2013Estimating asset correlations from stock prices or default rates: which method is superior?-
16-Oct-2013Evaluating Density Forecasts with an Application to Stock Market Returns-
16-Oct-2013Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913-
16-Oct-2013Financial power laws: Empirical evidence, models, and mechanism-
16-Oct-2013Firm-Level Evidence on International Stock Market Comovement-
16-Oct-2013Firm-level evidence on international stock market comovement-
16-Oct-2013Forecast Evaluation of Explanatory Models of Financial Return Variability-
16-Oct-2013In search of distress risk-
16-Oct-2013Long-term stochastic dependence in financial prices : evidence from the German stock market-
16-Oct-2013Multi-fractal processes as models for financial returns : a first assessment-
16-Oct-2013Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components-
16-Oct-2013Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components-
16-Oct-2013On moment condition failure in German stock returns : an application of recent advances in extreme value statistics-
Showing results 1 to 20 of 35  next >