EconStor >

Search Results

 
for  

Results 181-190 of 864.


Item hits:

DateTitle Authors
2006 An overreaction implementation of the coherent market hypothesis and option pricingSchöbel, Rainer / Veith, Jochen
2001 How do investors' expectations drive asset prices?Lüders, Erik / Peisl, Bernhard
2001 Accounting for stock-based compensation: an extended clean surplus relationHess, Dieter E. / Lüders, Erik
2010 Size, value and liquidity: Do they really matter on an emerging stock market?Lischewski, Judith / Voronkova, Svitlana
2006 The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatilityLux, Thomas
2006 A minimal noise trader model with realistic time series propertiesAlfarano, Simone / Lux, Thomas
2005 A noise trader model as a generator of apparent financial power laws and long memoryAlfarano, Simone / Lux, Thomas
2003 A minimal noise trader model with realistic time series propertiesAlfarano, Simone / Lux, Thomas
2003 The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecastingLux, Thomas
2002 Das Äquivalenzprinzip der FinanzmathematikWalther, Ursula

Back 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 Next