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Showing results 1 to 20 of 65  next >
Issue DateTitleAuthor(s)
16-Oct-2013A "wreckers theory" of financial distress-
16-Oct-2013A Data-Reconstructed Fractional Volatility Model-
16-Oct-2013A minimal noise trader model with realistic time series properties-
16-Oct-2013A minimal noise trader model with realistic time series properties-
16-Oct-2013A minimal noise trader model with realistic time series properties-
16-Oct-2013A noise trader model as a generator of apparent financial power laws and long memory-
16-Oct-2013A noise trader model as a generator of apparent financial power laws and long memory-
16-Oct-2013A value at risk analysis of credit default swaps-
16-Oct-2013Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns-
16-Oct-2013Anempirical model of daily highs and lows-
16-Oct-2013Asset Prices in Taylor Rules: Specification, Estimation, and Policy Implications for the ECB-
16-Oct-2013Asymmetry and Spillover Effects in the North American Equity Markets-
16-Oct-2013Dependencies between European stock markets when price changes are unusually large-
16-Oct-2013Detecting multi-fractal properties in asset returns : the failure of the scaling estimator-
16-Oct-2013Does venture capital syndication spur employment growth and shareholder value? : Evidence from German IPO data-
16-Oct-2013Dual Class Stock in Russia: What Explains the Price Differential between Common and Preferred Shares?-
16-Oct-2013Evaluating Density Forecasts with an Application to Stock Market Returns-
16-Oct-2013Excess volatility and herding in an artificial financial market : analytical approach and estimation-
16-Oct-2013Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913-
16-Oct-2013Financial Liberalization and Business Cycles: The Experience of Countries in the Baltics and Central Eastern Europe-
Showing results 1 to 20 of 65  next >