ASYMPTOTICS OF BOND YIELDS AND VOLATILITIES FOR EXTENDED VASICEK MODELS UNDER THE REAL-WORLD MEASURE.
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- Annals of Financial Economics, 2017, v. 12, n. 1, p. -1, doi. 10.1142/S2010495217500051
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Works matching IS 20104952 AND DT 2017 AND VI 12 AND IP 1
Results: 5
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A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR.
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- Annals of Financial Economics, 2017, v. 12, n. 1, p. -1, doi. 10.1142/S2010495217500038
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- Article
3
INDIVIDUAL FOREIGN EXCHANGE INVESTORS, RETURN PREDICTABILITY AND MARKET TIMING.
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- Annals of Financial Economics, 2017, v. 12, n. 1, p. -1, doi. 10.1142/S2010495217500014
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- Article
4
CONNECTING THEORY AND EMPIRICS FOR ANIMAL SPIRITS, RETURNS AND INTEREST RATES: A CLARIFICATION OF 'RISK-FREE RATES AND ANIMAL SPIRITS IN FINANCIAL MARKETS'.
- Published in:
- Annals of Financial Economics, 2017, v. 12, n. 1, p. -1, doi. 10.1142/S2010495217500026
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- Article
5
STATISTICAL ARBITRAGE IN THE MULTI-ASSET BLACK-SCHOLES ECONOMY.
- Published in:
- Annals of Financial Economics, 2017, v. 12, n. 1, p. -1, doi. 10.1142/S201049521750004X
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- Article