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Results 61-70 of 590.
Item hits:
| Date | Title |
Authors |
| 2010 | Size, value and liquidity: Do they really matter on an emerging stock market? | Lischewski, Judith / Voronkova, Svitlana |
| 2003 | The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecasting | Lux, Thomas |
| 2003 | A minimal noise trader model with realistic time series properties | Alfarano, Simone / Lux, Thomas |
| 2005 | A noise trader model as a generator of apparent financial power laws and long memory | Alfarano, Simone / Lux, Thomas |
| 2010 | Risk premia in general equilibrium | Posch, Olaf |
| 2007 | Die Fehlbewertung durch das Stuttgarter Verfahren: eine Sensitivitätsanalyse der Werttreiber von Steuer- und Marktwerten | Müller, Jens |
| 2001 | Accounting for stock-based compensation: an extended clean surplus relation | Hess, Dieter E. / Lüders, Erik |
| 2010 | Predictability of asset returns and the efficient market hypothesis | Pesaran, Mohammad Hashem |
| 2002 | Skew generalized secant hyperbolic distributions: unconditional and conditional fit to asset returns | Fischer, Matthias J. |
| 2008 | Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks | Memmel, Christoph |
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