Pascal and Francis Bibliographic Databases

Help

Search results

Your search

kw.\*:("Stock price")

Publication Year[py]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Discipline (document) [di]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Author Country

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Results 1 to 25 of 104

  • Page / 5
Export

Selection :

  • and

Index fund selections with genetic algorithms and heuristic classificationsORITO, Yukiko; YAMAMOTO, Hisashi; YAMAZAKI, Genji et al.Computers & industrial engineering. 2003, Vol 45, Num 1, pp 97-109, issn 0360-8352, 13 p.Article

The St. Petersburg paradox and the crash of high-tech stocks in 2000SZEKELY, Gabor J; RICHARDS, Donald St. P.The American statistician. 2004, Vol 58, Num 3, pp 225-231, issn 0003-1305, 7 p.Article

Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysisKUMAR, Surender; MANAGI, Shunsuke; MATSUDA, Akimi et al.Energy economics. 2012, Vol 34, Num 1, pp 215-226, issn 0140-9883, 12 p.Article

Clean energy industries and rare earth materials: Economic and financial issuesBALDI, Lucia; PERI, Massimo; VANDONE, Daniela et al.Energy policy. 2014, Vol 66, pp 53-61, issn 0301-4215, 9 p.Article

Can environmental sustainability be used to manage energy price risk?HENRIQUES, Irene; SADORSKY, Perry.Energy economics. 2010, Vol 32, Num 5, pp 1131-1138, issn 0140-9883, 8 p.Article

Regression function estimation using spline waveletsKAMAL UDDIN, Md; NAIK-NIMBALKAR, U. V.Communications in statistics. Theory and methods. 2005, Vol 34, Num 4, pp 823-832, issn 0361-0926, 10 p.Article

Oil prices, exchange rates and emerging stock marketsABUL BASHER, Syed; HAUG, Alfred A; SADORSKY, Perry et al.Energy economics. 2012, Vol 34, Num 1, pp 227-240, issn 0140-9883, 14 p.Article

Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaksLI, Su-Fang; ZHU, Hui-Ming; KEMING YU et al.Energy economics. 2012, Vol 34, Num 6, pp 1951-1958, issn 0140-9883, 8 p.Article

Oil price volatility and stock price fluctuations in an emerging market: Evidence from South KoreaMASIH, Rumi; PETERS, Sanjay; DE MELLO, Lurion et al.Energy economics. 2011, Vol 33, Num 5, pp 975-986, issn 0140-9883, 12 p.Article

Is the liberalization policy effective on improving bivariate cointegration of current accounts, foreign exchange, stock prices? Further evidence from Asian marketsCHEN YIN KUO.Quality & quantity. 2013, Vol 47, Num 4, pp 1923-1941, issn 0033-5177, 19 p.Article

A note on the CIR process and the existence of equivalent martingale measuresZHI JUN GUO.Statistics & probability letters. 2008, Vol 78, Num 5, pp 481-487, issn 0167-7152, 7 p.Article

Properties of American option pricesEKSTRÖM, Erik.Stochastic processes and their applications. 2004, Vol 114, Num 2, pp 265-278, issn 0304-4149, 14 p.Article

The American put is log-concave in the log-priceEKSTRÖM, Erik; TYSK, Johan.Journal of mathematical analysis and applications. 2006, Vol 314, Num 2, pp 710-723, issn 0022-247X, 14 p.Article

Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting AssetsALBEVERIO, S; STEBLOVSKAYA, V; WALLBAUM, K et al.Stochastic analysis and applications. 2009, Vol 27, Num 5, pp 1077-1095, issn 0736-2994, 19 p.Article

A model with interacting assets driven by poisson processesALBEVERIO, S; SCHMITZ, M; STEBLOVSKAYA, V et al.Stochastic analysis and applications. 2006, Vol 24, Num 1, pp 241-261, issn 0736-2994, 21 p.Article

Impact de la liquidation d'une option sur un marché d'action = Imperfect competition on stock markets: the impact of an option at the exercice dateBOYER, Cécile; DEMANGE, Gabrielle.Annales d'économie et de statistique. 2004, Num 73, pp 119-139, issn 0769-489X, 21 p.Article

Oil prices and the stock prices of alternative energy companiesHENRIQUES, Irene; SADORSKY, Perry.Energy economics. 2008, Vol 30, Num 3, pp 998-1010, issn 0140-9883, 13 p.Article

Estimation of the characteristics of a Lévy processGEGLER, Achim; STADTMÜLLER, Ulrich.Journal of statistical planning and inference. 2010, Vol 140, Num 6, pp 1481-1496, issn 0378-3758, 16 p.Article

The Student Subordinator Model with Dependence for Risky Asset ReturnsLEONENKO, N. N; PETHERICK, S; SIKORSKII, A et al.Communications in statistics. Theory and methods. 2011, Vol 40, Num 19-21, pp 3509-3523, issn 0361-0926, 15 p.Conference Paper

Do UK stock prices deviate from fundamentals?ALIEN, D. E; YANG, W.Mathematics and computers in simulation. 2004, Vol 64, Num 3-4, pp 373-383, issn 0378-4754, 11 p.Conference Paper

The effects of a baby boom on stock prices and capital accumulation in the Presence of Social SecurityABEL, Andrew B.Econometrica. 2003, Vol 71, Num 2, pp 551-578, issn 0012-9682, 28 p.Article

Large-time asymptotics for an uncorrelated stochastic volatility modelFORDE, Martin.Statistics & probability letters. 2011, Vol 81, Num 8, pp 1230-1232, issn 0167-7152, 3 p.Article

SMALL-TIME ASYMPTOTICS OF OPTION PRICES AND FIRST ABSOLUTE MOMENTSMUHLE-KARBE, Johannes; NUTZ, Marcel.Journal of applied probability. 2011, Vol 48, Num 4, pp 1003-1020, issn 0021-9002, 18 p.Article

Bayesian Online Learning of the Hazard Rate in Change-Point ProblemsWILSON, Robert C; NASSAR, Matthew R; GOLD, Joshua I et al.Neural computation. 2010, Vol 22, Num 9, pp 2452-2476, issn 0899-7667, 25 p.Article

Tests for cointegration with structural breaks based on subsamplesDAVIDSON, James; MONTICINI, Andrea.Computational statistics & data analysis. 2010, Vol 54, Num 11, pp 2498-2511, issn 0167-9473, 14 p.Article

  • Page / 5