Results 171-180 of 404.
|2009 ||An axiomatic treatment of enlarged separation portfolios and treasurer's portfolios (with applications to financial synthetics)||Apreda, Rodolfo
|2013 ||Inference for multi-dimensional high-frequency data: Equivalence of methods, central limit theorems, and an application to conditional independence testing||Bibinger, Markus / Mykland, Per A.
|2013 ||Crossing network versus dealer market: Unique equilibrium in the allocation of order flow||Dönges, Jutta / Heinemann, Frank / Daniëls, Tijmen R.
|2009 ||Extreme value theory and the financial crisis of 2008||Gander, James P.
|2013 ||German real estate funds: Changes in return distributions and portfolio favourability||Stein, Michael
|2008 ||Humans, robots and market crashes: A laboratory study||Feldman, Todd / Friedman, Daniel
|2009 ||Illiquidity and under-valuation of firms||Gale, Douglas / Gottardi, Piero
|2009 ||Measures of aggregate credit conditions and their potential use by central banks||García, Alejandro / Prokopiw, Andrei
|2011 ||Spectral estimation of covolatility from noisy observations using local weights||Bibinger, Markus / Reiß, Markus
|2004 ||Bubbles and Crashes in a Behavioural Finance Model||De Grauwe, Paul / Grimaldi, Marianna