Results for Discipline:
Basic Research, General Concepts and History of Economics
Hits 41-50 within 65 documents
Time and money: an empirical explanation of behaviour in the context of travel-mode choice with the German Microcensus [journal article]
Source: European Sociological Review, 19 (2003) 3. p.267-280
An empirical analysis of multivariate copula models [journal article]
Source: Quantitative Finance, 9 (2009) 7. p.839-854
Local Likelihood Estimators in a Regression Model for Stock Returns [journal article]
Source: Quantitative Finance, 8 (2008) 6. p.619-635
A comparison of biased simulation schemes for stochastic volatility models [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.177-194
Black-Scholes theory for an underlying with multiple attractors [journal article]
Source: Quantitative Finance, 8 (2008) 5. p.453-457
On the structure of Gaussian pricing models and Gaussian Markov functional models [journal article]
Source: Quantitative Finance, 7 (2007) 5. p.487-496
A Multivariate Jump-Driven Financial Asset Model [journal article]
Source: Quantitative Finance, 6 (2006) 5. p.385-402
Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series [journal article]
Source: Quantitative Finance, 8 (2008) 7. p.705-722
Predictive density estimators for daily volatility based on the use of realized measures [journal article]
Source: Journal of Econometrics, 150 (2009) 2. p.119-138
Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise [journal article]
Source: Quantitative Finance, 10 (2010) 1. p.39-47