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Report NEP-FMK-2005-03-06
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Item repec:dgr:kubcen:20051 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:200527 is not listed on IDEAS anymore
- Item repec:rtv:ceiswp:198 is not listed on IDEAS anymore
- Eckhard Platen, 2005, "On the Role of the Growth Optimal Portfolio in Finance," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 144, Jan.
- James McCulloch, 2005, "Relative Volume as a Doubly Stochastic Binomial Point Process," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 146, Jan.
- Xue-Zhong He & Youwei Li, 2005, "Heterogeneity, Profitability and Autocorrelations," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 147, Jan.
- Xue-Zhong He & Youwei Li, 2005, "Long Memory, Heterogeneity and Trend Chasing," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 148, Jan.
- Carl Chiarella & Hing Hung & Thuy-Duong To, 2005, "The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 151, Jan.
- Bernard Cornet & Lionel De Boisdeffre, 2005, "Elimination Of Arbitrage States In Asymmetric Information Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200504, Feb, revised Feb 2005.
- Laura Angeloni & Bernard Cornet, 2005, "Existence Of Financial Equilibria In A Multiperiod Stochastic Economy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200506, Feb, revised Feb 2005.