12 results
Time Variation in the News-Returns Relationship
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- Journal of Financial and Quantitative Analysis / Accepted manuscript
- Published online by Cambridge University Press:
- 15 November 2023, pp. 1-61
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Does Unusual News Forecast Market Stress?
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 54 / Issue 5 / October 2019
- Published online by Cambridge University Press:
- 25 April 2019, pp. 1937-1974
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- October 2019
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Comparing Markov Chains Simulated in Parallel
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 8 / Issue 3 / July 1994
- Published online by Cambridge University Press:
- 27 July 2009, pp. 309-326
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Strongly Consistent Steady-State Derivative Estimates
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 5 / Issue 4 / October 1991
- Published online by Cambridge University Press:
- 27 July 2009, pp. 391-413
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Estimating Derivatives Via Poisson's Equation
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 5 / Issue 4 / October 1991
- Published online by Cambridge University Press:
- 27 July 2009, pp. 415-428
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Optimal couplings are totally positive and more
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- Journal:
- Journal of Applied Probability / Volume 41 / Issue A / 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 321-332
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- 2004
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Discretization of deflated bond prices
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- Journal:
- Advances in Applied Probability / Volume 32 / Issue 2 / June 2000
- Published online by Cambridge University Press:
- 19 February 2016, pp. 540-563
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- June 2000
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Stochastic vector difference equations with stationary coefficients
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- Journal:
- Journal of Applied Probability / Volume 32 / Issue 4 / December 1995
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- 14 July 2016, pp. 851-866
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- December 1995
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Stochastic monotonicity and conditional Monte Carlo for likelihood ratios
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- Journal:
- Advances in Applied Probability / Volume 25 / Issue 1 / March 1993
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- 01 July 2016, pp. 103-115
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- March 1993
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Regenerative derivatives of regenerative sequences
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- Advances in Applied Probability / Volume 25 / Issue 1 / March 1993
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- 01 July 2016, pp. 116-139
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- March 1993
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Processes with associated increments
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- Journal:
- Journal of Applied Probability / Volume 29 / Issue 2 / June 1992
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- 14 July 2016, pp. 313-333
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- June 1992
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Time-changing and truncating K-capacity queues from one K to another
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- Journal:
- Journal of Applied Probability / Volume 28 / Issue 3 / September 1991
- Published online by Cambridge University Press:
- 14 July 2016, pp. 647-655
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- September 1991
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