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Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Shirvani, … - In: Applied economics 54 (2022) 14, pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
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A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan; Vrins, Frédéric - In: Applied economics 50 (2018) 10, pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
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Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
André, Christophe; Gil-Alaña, Luis A.; Gupta, Rangan - In: Applied economics 46 (2014) 16/18, pp. 2127-2138
Persistent link: https://www.econbiz.de/10010413319
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The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen - In: Applied economics 53 (2021) 17, pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
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Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.; Gupta, Rangan; Perez de Gracia, … - In: Applied economics 48 (2016) 34/36, pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
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Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo; Malmierca-Ordoqui, Maria; … - In: Applied economics 55 (2023) 39, pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
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Value at risk estimation by threshold stochastic volatility model
Huang, Alex - In: Applied economics 47 (2015) 43/45, pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
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Stochastic volatility forecasting of the Finnish housing market
Dufitinema, Josephine - In: Applied economics 53 (2021) 1, pp. 98-114
Persistent link: https://www.econbiz.de/10012416026
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Consumption and the interest rate : a changing dynamic?
Nordström, Martin - In: Applied economics 52 (2020) 51, pp. 5564-5578
Persistent link: https://www.econbiz.de/10012307780
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Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert; Milivojević, Lazar - In: Applied economics 55 (2023) 28, pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143