Asset price dynamics, volatility, and prediction

Asset pricing
Izdano: (2003)

Risk, capital asset pricing, and accounting numbers
Izdano: (2007)

Financial models with Lévy processes and volatility clustering
Izdano: (2011)

A behavioral approach to asset pricing
od: Shefrin, Hersh, 1948-
Izdano: (2005)

Modelling financial time series
od: Taylor, Stephen (Stephen J.)
Izdano: (2008)

Asset prices and monetary policy
Izdano: (2008)

Evaluating the effectiveness of the capital asset pricing model (CAPM) in the Kenyan capital market /
od: Muitherero, Edwin Kibuthu
Izdano: (2006)

Theoretical and empirical analysis of common factors in a term structure model
od: Huang, Ting-Ting
Izdano: (2009)

Credit securitisations and derivatives challenges for the global markets /
od: Rosch, Daniel
Izdano: (2013)

Commodities and the market price of risk /
od: Roache, Shaun K.
Izdano: (2008)

Electronic and algorithmic trading technology the complete guide /
od: Kim, Kendall
Izdano: (2007)

Dark markets asset pricing and information transmission in over-the-counter markets /
od: Duffie, Darrell
Izdano: (2012)

Empirical asset pricing : the cross section of stock returns /
od: Bali, Turan G., et al.
Izdano: (2016)

Share price movement
Izdano: (2006)

Investors and markets portfolio choices, asset prices, and investment advice /
od: Sharpe, William F.
Izdano: (2008)

Forecasting volatility in the financial markets
Izdano: (2007)

A theory of the firm's cost of capital how debt affects the firm's risk, value, tax rate, and the government's tax claim /
od: Rao, Ramesh K. S.
Izdano: (2007)

Modern portfolio theory /
od: O'Brien, John, 1950-
Izdano: (1995)

Default, credit growth, and asset prices
od: Segoviano, Miguel A.
Izdano: (2006)

Why the world economy needs a financial crash and other critical essays on finance and financial economics
od: Toporowski, Jan
Izdano: (2010)

Monetary and macroprudential policy rules in a model with house price booms
od: Kannan, Prakash
Izdano: (2009)

Indifference pricing theory and applications /
Izdano: (2009)

Principles of financial economics
od: LeRoy, Stephen F.
Izdano: (2001)

Mathematical methods for finance : tools for asset and risk management /
od: Focardi, Sergio M.
Izdano: (2013)

Option trading pricing and volatility strategies and techniques /
od: Sinclair, Euan, 1969-
Izdano: (2010)

Stochastic volatility selected readings /
Izdano: (2005)

Commodities and equities a "market of one"? /
od: Büyükşahin, Bahattin
Izdano: (2009)

Fundamental analysis and position trading evolution of a trader /
od: Bulkowski, Thomas N., 1957-
Izdano: (2013)

Commodity modeling and pricing methods for analyzing resource market behavior /
od: Schaeffer, Peter V.
Izdano: (2008)

Nonlinear models in mathematical finance new research trends in option pricing /
Izdano: (2008)

Calendar anomalies and arbitrage
od: Ziemba, W. T.
Izdano: (2012)

Financial return risk and the effect on shareholder wealth how M&A announcements and banking crisis events affect stock mean returns and stock return risk : a compendium of five empirical studies across selective industries /
od: Raudszus, Malte Helmut
Izdano: (2012)

Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
od: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
Izdano: (2013)

ActiveBeta indexes capturing systematic sources of active equity returns /
Izdano: (2010)

Macroeconomic patterns and monetary policy in the run-up to asset price busts
od: Kannan, Prakash
Izdano: (2009)

The Black-Scholes model
od: Capi�nski, Marek, 1951-
Izdano: (2012)