Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
---|---|---|---|
1 |
Material Type: Livro
|
PDE and Martingale Methods in Option PricingPascucci, AndreaMilano: Springer Nature 2011Texto completo disponível |
|
2 |
Material Type: Livro
|
Mathematical Methods for Financial MarketsJeanblanc, Monique ; Yor, Marc ; Chesney, Marc Chesney, Marc ; Yor, MarcLondon: Springer Nature 2009Texto completo disponível |
|
3 |
Material Type: Artigo
|
Time-consistent stopping under decreasing impatienceHuang, Yu-Jui ; Nguyen-Huu, AdrienFinance and stochastics, 2018-01, Vol.22 (1), p.69-95 [Periódico revisado por pares]Berlin/Heidelberg: Springer Berlin HeidelbergTexto completo disponível |
|
4 |
Material Type: Artigo
|
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.SChernozhukov, Victor ; Kasahara, Hiroyuki ; Schrimpf, PaulJournal of econometrics, 2021-01, Vol.220 (1), p.23-62 [Periódico revisado por pares]Netherlands: Elsevier B.VTexto completo disponível |
|
5 |
Material Type: Artigo
|
Mean field game of controls and an application to trade crowdingCardaliaguet, Pierre ; Lehalle, Charles-AlbertMathematics and financial economics, 2018-06, Vol.12 (3), p.335-363 [Periódico revisado por pares]Berlin/Heidelberg: Springer Berlin HeidelbergTexto completo disponível |
|
6 |
Material Type: Artigo
|
Identification and estimation of the SEIRD epidemic model for COVID-19Korolev, IvanJournal of econometrics, 2021-01, Vol.220 (1), p.63-85 [Periódico revisado por pares]Netherlands: Elsevier B.VTexto completo disponível |
|
7 |
Material Type: Artigo
|
Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classesLiu, Lily Y. ; Patton, Andrew J. ; Sheppard, KevinJournal of econometrics, 2015-07, Vol.187 (1), p.293-311 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
|
8 |
Material Type: Artigo
|
Exploiting the errors: A simple approach for improved volatility forecastingBollerslev, Tim ; Patton, Andrew J. ; Quaedvlieg, RogierJournal of econometrics, 2016-05, Vol.192 (1), p.1-18 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
|
9 |
Material Type: Artigo
|
On the network topology of variance decompositions: Measuring the connectedness of financial firmsDiebold, Francis X. ; Yılmaz, KamilJournal of econometrics, 2014-09, Vol.182 (1), p.119-134 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
|
10 |
Material Type: Artigo
|
The VIX, the variance premium and stock market volatilityBekaert, Geert ; Hoerova, MarieJournal of econometrics, 2014-12, Vol.183 (2), p.181-192 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |