Pages that link to "Item:Q4602493"
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The following pages link to MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493):
Displaying 24 items.
- Two price economic equilibria and financial market bid/ask prices (Q2036002) (← links)
- Implied price processes anchored in statistical realizations (Q2085829) (← links)
- High dimensional Markovian trading of a single stock (Q2085831) (← links)
- Quadratic variation, models, applications and lessons (Q2170296) (← links)
- Correlated squared returns (Q2241899) (← links)
- Zero covariation returns (Q2296115) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- The valuation of corporations: a derivative pricing perspective (Q2694763) (← links)
- EQUILIBRIUM ASSET RETURNS IN FINANCIAL MARKETS (Q4631695) (← links)
- OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
- Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP) (Q5092651) (← links)
- MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008) (← links)
- Additive Processes with Bilateral Gamma Marginals (Q5149265) (← links)
- OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES (Q5157846) (← links)
- Filtering Response Directions (Q5162853) (← links)
- Measuring dependence in a set of asset returns (Q6054326) (← links)
- Exposure valuations and their capital requirements (Q6078123) (← links)
- Option returns (Q6134137) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)
- Financial finance (Q6644194) (← links)
- On the real rate of interest in a closed economy (Q6655448) (← links)
- Short Option Maturity Term Structures of Skewness and Excess Kurtosis* (Q6671995) (← links)
