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~isPartOf:"Discussion papers / Statistics Norway, Research Department"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Finanzmarkt"
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Finanzmarkt
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Discussion papers / Statistics Norway, Research Department
International journal of theoretical and applied finance
International review of financial analysis
4
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4
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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1
Information flow dependence in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
Saved in:
2
Change-point analysis of asset price bubbles with power-law hazard function
Lynch, Christopher
;
Mestel, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153466
Saved in:
3
Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes
Raknerud, Arvid
;
Skare, Øivind
-
2009
Persistent link: https://www.econbiz.de/10003912053
Saved in:
4
Cluster-based extension of the generalized poisson loss dynamics and consistency with single names
Brigo, Damiano
;
Pallavicini, Andrea
;
Torresetti, Roberto
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 607-631
Persistent link: https://www.econbiz.de/10003503347
Saved in:
5
A comment on two-phase behavior of financial markets
Krzesinski, Anthony E.
;
Costa, Andre
;
Ramakrishnan, Maya
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 89-93
Persistent link: https://www.econbiz.de/10003415699
Saved in:
6
Some remarks on mean-variance hedging for discontinuous asset price processes
Arai, Takuji
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 425-443
Persistent link: https://www.econbiz.de/10002980637
Saved in:
7
Modelling financial series distributions : a versatile data fitting approach
Shang, Jennifer
;
Tadikamalla, Pandu R.
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 231-251
Persistent link: https://www.econbiz.de/10002111053
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