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A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei; Račev, Svetlozar T.; Fabozzi, Frank J. - In: European financial management : the journal of the … 15 (2009) 2, pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
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Exchange rates and the conversion of currency-specific risk premia
Eisenberg, Astrid; Rudolf, Markus - In: European financial management : the journal of the … 13 (2007) 4, pp. 672-701
Persistent link: https://www.econbiz.de/10003534097
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Fixed odds bookmaking with stochastic betting demands
Hodges, Stewart D.; Lin, Hao; Liu, Lan - In: European financial management : the journal of the … 19 (2013) 2, pp. 399-417
Persistent link: https://www.econbiz.de/10009732072
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The analysis of real data using a multiscale stochastic volatility model
Fatone, Lorella; Mariani, Francesca; Recchioni, Maria … - In: European financial management : the journal of the … 19 (2013) 1, pp. 153-179
Persistent link: https://www.econbiz.de/10009706264
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Stochastic volatility jump-diffusions for European equity index dynamics
Kaeck, Andreas; Alexander, Carol - In: European financial management : the journal of the … 19 (2013) 3, pp. 470-496
Persistent link: https://www.econbiz.de/10010193749
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The stochastic seasonal behaviour of natural gas prices
García Mirantes, Andrés; Población, Javier; Serna, … - In: European financial management : the journal of the … 18 (2012) 3, pp. 410-443
Persistent link: https://www.econbiz.de/10009672258
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A one-factor volatility smile model with closed-form solutions for European options
Li, Anlong - In: European financial management : the journal of the … 5 (1999) 2, pp. 203-222
Persistent link: https://www.econbiz.de/10001415279
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On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing
Han, Weihao; Newton, David P.; Platanakis, Emmanouil; … - In: European financial management : the journal of the … 30 (2024) 3, pp. 1125-1164
Persistent link: https://www.econbiz.de/10014574015
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European Financial Management Association (EFMA) Annual Meetings : a retrospective evaluation
Doukas, John A.; Walter, Andreas - In: European financial management : the journal of the … 21 (2015) 4, pp. 790-810
Persistent link: https://www.econbiz.de/10011408527