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~person:"Jarrow, Robert A."
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Jarrow, Robert A.
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ECONIS (ZBW)
54
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1
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
Saved in:
2
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
Saved in:
3
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
4
High frequency trading and standard
asset
pricing
models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
5
Time-invariance coefficients tests with the adaptive multi-factor model
Zhu, Liao
;
Jarrow, Robert A.
;
Wells, Martin T.
- In:
The quarterly journal of finance
11
(
2021
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013170764
Saved in:
6
Capital Asset Market Equilibrium With Liquidity Risk, Trading Constraints, and Asset Price Bubbles
Jarrow, Robert A.
-
2018
This paper derives an equilibrium
asset
pricing
model with endogenous liquidity risk, trading constraints, and asset …
Persistent link: https://www.econbiz.de/10012929504
Saved in:
7
Capital Asset Market Equilibrium With Liquidity Risk, Portfolio Constraints, and Asset Price Bubbles
Jarrow, Robert A.
-
2018
This paper derives an equilibrium
asset
pricing
model with endogenous liquidity risk, portfolio constraints, and asset …
Persistent link: https://www.econbiz.de/10012929509
Saved in:
8
High-dimensional estimation, basis assets, and the adaptive multi-factor model
Zhu, Liao
;
Basu, Sumanta
;
Jarrow, Robert A.
;
Wells, …
- In:
The quarterly journal of finance
10
(
2020
)
4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012627440
Saved in:
9
Continuous-time
asset
pricing
theory : a martingale-based approach
Jarrow, Robert A.
-
2021
-
Second edition
Persistent link: https://www.econbiz.de/10012584017
Saved in:
10
Asset price bubbles, market liquidity, and systemic risk
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 5-40
Persistent link: https://www.econbiz.de/10012433630
Saved in:
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