Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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Material Type: Artigo
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STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOKKrauss, ChristopherJournal of economic surveys, 2017-04, Vol.31 (2), p.513-545 [Periódico revisado por pares]Oxford: Blackwell Publishing LtdTexto completo disponível |
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Material Type: Artigo
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Young, timid, and risk takersGuasoni, Paolo ; Nagy, Lóránt ; Rásonyi, MiklósMathematical finance, 2021-10, Vol.31 (4), p.1332-1356 [Periódico revisado por pares]Oxford: Blackwell Publishing LtdTexto completo disponível |
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Material Type: Artigo
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Hermite polynomial based expansion of European option pricesXiu, DachengJournal of econometrics, 2014-04, Vol.179 (2), p.158-177 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Comparison of extended mean-reversion and time series models for electricity spot price simulation considering negative pricesKeles, Dogan ; Genoese, Massimo ; Möst, Dominik ; Fichtner, WolfEnergy economics, 2012-07, Vol.34 (4), p.1012-1032 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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A critical empirical study of three electricity spot price modelsBenth, Fred Espen ; Kiesel, Rüdiger ; Nazarova, AnnaEnergy economics, 2012-09, Vol.34 (5), p.1589-1616 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Option pricing with mean reversion and stochastic volatilityWong, Hoi Ying ; Lo, Yu WaiEuropean journal of operational research, 2009-08, Vol.197 (1), p.179-187 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Modelling energy spot prices: Empirical evidence from NYMEXNomikos, Nikos ; Andriosopoulos, KostasEnergy economics, 2012-07, Vol.34 (4), p.1153-1169 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Technology investment decision-making under uncertaintyKauffman, Robert J. ; Liu, Jun ; Ma, DanInformation technology and management, 2015-06, Vol.16 (2), p.153-172 [Periódico revisado por pares]New York: Springer USTexto completo disponível |
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Material Type: Artigo
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Stochastic price modeling of high volatility, mean-reverting, spike-prone commodities: The Australian wholesale spot electricity marketHiggs, Helen ; Worthington, AndrewEnergy economics, 2008-11, Vol.30 (6), p.3172-3185 [Periódico revisado por pares]Kidlington: Elsevier B.VTexto completo disponível |
10 |
Material Type: Artigo
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The short-term mean reversion of stock price and the change in trading volumeJung, Woosung ; Kang, Mhin선물연구, 2021, 29(3), , pp.190-214 [Periódico revisado por pares]Bingley: Emerald Group Publishing LimitedTexto completo disponível |