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Veröffentlicht/Copyright:
1. März 2021
Published Online: 2021-03-01
©2021 Walter de Gruyter GmbH, Berlin/Boston
Artikel in diesem Heft
- Frontmatter
- Research Articles
- Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
- What model for the target rate
- Disentangling the source of non-stationarity in a panel of seasonal data
- Outliers and misleading leverage effect in asymmetric GARCH-type models
- The European growth synchronization through crises and structural changes
- How do volatility regimes affect the pricing of quality and liquidity in the stock market?
Artikel in diesem Heft
- Frontmatter
- Research Articles
- Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
- What model for the target rate
- Disentangling the source of non-stationarity in a panel of seasonal data
- Outliers and misleading leverage effect in asymmetric GARCH-type models
- The European growth synchronization through crises and structural changes
- How do volatility regimes affect the pricing of quality and liquidity in the stock market?
