Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Witte, Björn"'
Autor:
Witte, Björn-Christopher
Publikováno v:
In Economic Modelling May 2013 32:377-385
Autor:
Morach, Benjamin, Witte, Björn, Walker, Decker, von Koeller, Elfrun, Grosse-Holz, Friederike, Rogg, Jürgen, Brigl, Michael, Dehnert, Nico, Obloj, Przemek, Koktenturk, Sedef, Schulze, Ulrik
Publikováno v:
Industrial Biotechnology; Jun2021, Vol. 17 Issue 3, p125-133, 9p
Autor:
Witte, Björn-Christopher1 bjoern-christopher.witte@uni-bamberg.de
Publikováno v:
Economics: The Open-Access, Open-Assessment E-Journal. 2012, Vol. 6, preceding p1-29. 31p.
Autor:
Witte, Björn-Christopher1 (AUTHOR) bjoern-christopher.witte@uni-bamberg.de
Publikováno v:
Applied Financial Economics. Jul2010, Vol. 20 Issue 13, p1057-1070. 14p. 1 Diagram, 4 Graphs.
Autor:
Witte, Björn-Christopher
The unpredictability of returns counts as a stylized fact of financial markets. To reproduce this fact, modelers usually implement noise terms - a method with several downsides. Above all, systematic patterns are not eliminated but merely blurred. Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::f8f4789da44b6750895ca3583ca7aa04
https://hdl.handle.net/10419/54993
https://hdl.handle.net/10419/54993
Autor:
Witte, Björn-Christopher
This article explores the influence of competitive conditions on the evolutionary fitness of risk preferences, using the professional competition between fund managers as a practical example. To explore how different settings of competition parameter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::1a7cf3d7249990f021ce616693aa6aae
https://hdl.handle.net/10419/50318
https://hdl.handle.net/10419/50318
Autor:
Witte, Björn-Christopher
This study seeks to explore, how market efficiency changes, if ordinary traders receive fundamental news more or less often. We show that longer temporal information gaps lead to fewer but larger shocks and a reduction of the average noise level on t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::3323cf5a2cc560303a24fdfa5a2ed1af
https://www.econstor.eu/bitstream/10419/38767/1/597881715.pdf
https://www.econstor.eu/bitstream/10419/38767/1/597881715.pdf
We explore how disclosure requirements that regulate the release of new information may affect the dynamics of financial markets. Our analysis is based on three agentbased financial market models that are able to produce realistic financial market dy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::d2141c6a11ea13873fdb2d707d54df3c
https://hdl.handle.net/10419/28944
https://hdl.handle.net/10419/28944
Akademický článek
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Autor:
Witte, Björn, Obloj, Przemek, Koktenturk, Sedef, Morach, Benjamin, Brigl, Michael, Rogg, Jürgen, Schulze, Ulrik, Walker, Decker, Koeller, Elfrun Von, Dehnert, Nico, Grosse-Holz, Friederike
Publikováno v:
Industrial Biotechnology; 20210101, Issue: Preprints