FINANCIAL ECONOMETRICS I
Sunday 25th August 2002,
09:30 - 11:00
Room: 2.2
Session Chair(s):
Albert Menkveld, Tinbergen Institute Amsterdam, NETHERLANDS
Category: Econometrics
DECISIONMETRICS: A DECISION-BASED APPROACH TO ECONOMETRIC MODELLING
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Presenter(s): |
Spyros Skouras, Santa Fe Institute, UNITED STATES |
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Co-Author(s): |
none |
DEGREE OF MISPRICING WITH THE BLACK-SCHOLES MODEL AND NONPARAMETRIC CURES
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Presenter(s): |
Ramo Gencay, University of Windsor, CANADA |
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Co-Author(s): |
none |
SPLITTING ORDERS IN FRAGMENTED MARKETS: EVIDENCE FROM CROSS-LISTED DUTCH STOCKS
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Presenter(s): |
Albert Menkveld, Tinbergen Institute Amsterdam, NETHERLANDS |
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Co-Author(s): |
none |
THE RISK OF INTERBANK CREDITS: A NEW APPROACH TO THE ASSESSMENT OF SYSTEMIC RISK
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Presenter(s): |
Martin Summer, Oesterreichische Nationalbank, AUSTRIA |
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Co-Author(s): |
Helmut Elsinger, University of Vienna, AUSTRIA and Alfred Lehar, University of Vienna, AUSTRIA |
Total Papers in This session: 4
Session Ref: 527
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