Results 191-200 of 518.
|2013 ||Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency||Bibinger, Markus / Hautsch, Nikolaus / Malec, Peter / Reiss, Markus
|2015 ||Who trades on momentum?||Baltzer, Markus / Jank, Stephan / Smajlbegovic, Esad
|2008 ||Retirement saving and attitude towards financial intermediaries: Evidence for Germany||Dummann, Kathrin
|2010 ||Can common stocks provide a hedge against inflation? Evidence from African countries||Alagidede, Paul / Panagiotidis, Theodore
|2010 ||Why a diversified portfolio should include African assets||Alagidede, Paul / Panagiotidis, Theodore / Zhang, Xu
|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.
|2008 ||Humans, robots and market crashes: A laboratory study||Feldman, Todd / Friedman, Daniel