EconStor >

Search Results

 
for  

Results 271-280 of 813.


Item hits:

DateTitle Authors
2010 Nonparametric estimation of risk-neutral densitiesGrith, Maria / Härdle, Wolfgang Karl / Schienle, Melanie
2010 Illiquidity and derivative valuationHorst, Ulrich / Naujokat, Felix
2009 A factor analysis approach to measuring European loan and bond market integrationWagenvoort, Rien / Ebner, André / Morgese Borys, Magdalena
2013 Testing for a break in the persistence in yield spreads of EMU government bondsSibbertsen, Philipp / Wegener, Christoph / Basse, Tobias
2009 Representations for optimal stopping under dynamic monetary utility functionalsKrätschmer, Volker / Schoenmakers, John G. M.
2010 Adaptive interest rate modellingGuo, Mengmeng / Härdle, Wolfgang Karl
2013 Testing for monotonicity in expected asset returnsRomano, Joseph P. / Wolf, Michael
2013 Foreign exchange market interventions and the $-¥ exchange rate in the long runBeckmann, Joscha / Belke, Ansgar / Kühl, Michael
2010 Getting the Most out of Macroeconomic Information for Predicting Stock Returns and VolatilityCakmakli, Cem / van Dijk, Dick
2010 Deriving the Term Structure of Banking Crisis Risk with a Compound Option ApproachKarmann, Alexander / Eichler, Stefan / Maltritz, Dominik

Back 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 Next