Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Frontiers of Asset Pricing
| Frontiers of Asset Pricing |
| Autore | Kolari James W |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (228 p.) |
| Soggetto topico | Philosophy |
| Soggetto non controllato |
abnormal returns
announcements asset pricing at-the-money bias adjustments Bitcoin carry cost rate clustered event days commodity market conditional hedge ratio cross-sectional correlation cryptocurrencies cumulated ranks deep-out-of-the-money direction earnings economics efficient market hypothesis efficient portfolios event study expectation-maximization (EM) regression finance forecasting free-boundary problem GARCH-jump hedge ratio informed trading latent variable market factor market index market volume metals momentum multifactors net buying pressure options out-of-the-money outliers pairs trading Poisson model portfolio profitability pricing rank test return dispersion risk factors S&P 500 index spectral analysis standardized abnormal returns stochastic control survivor stocks term structure time-varying jumps trading strategies transaction costs transaction regions unit root volatility yield spread zero-beta CAPM |
| ISBN | 3-0365-5846-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637778903321 |
Kolari James W
|
||
| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Transmissions / / Gérard Gelas
| Transmissions / / Gérard Gelas |
| Autore | Gelas Gérard |
| Pubbl/distr/stampa | Avignon, : Éditions Universitaires d’Avignon, 2019 |
| Descrizione fisica | 1 online resource (72 p.) |
| Altri autori (Persone) |
EthisEmmanuel
GelasGérard PayanPaul PlatonPierre |
| Soggetto topico |
Theater
subvention théâtre transmission entretien direction engagement politique culture |
| Soggetto non controllato |
transmission
engagement politique culture subvention théâtre entretien direction |
| ISBN | 2-35768-080-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNINA-9910341849503321 |
|
Gelas Gérard
|
||
| Avignon, : Éditions Universitaires d’Avignon, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||