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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Annals of finance"
~isPartOf:"Economic modelling"
~isPartOf:"Mathematics and financial economics"
~person:"Hainaut, Donatien"
~subject:"Volatility"
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Hainaut, Donatien
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A switching self-exciting jump diffusion process for stock prices
Hainaut, Donatien
;
Moraux, Franck
- In:
Annals of finance
15
(
2019
)
2
,
pp. 267-306
Persistent link: https://www.econbiz.de/10012058243
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Strategic asset allocation with switching dependence
Hainaut, Donatien
;
MacGilchrist, Renaud
- In:
Annals of finance
8
(
2012
)
1
,
pp. 75-96
Persistent link: https://www.econbiz.de/10009510578
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