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Lévy processes in gold option modeling
Kumari, Sandya N. - In: International journal of economics and finance 12 (2020) 2, pp. 65-81
Persistent link: https://www.econbiz.de/10012202747
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Financial volatility forecasting by Least square support vector machine based on GARCH, EGARCH and GJR models : evidence from ASEAN stock markets
Phichhang Ou; Hengshan Wang - In: International journal of economics and finance 2 (2010) 1, pp. 51-64
Persistent link: https://www.econbiz.de/10009311102
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High-accuracy integral equation approach for pricing American options with stochastic volatility
Ma, Jingtang; Zhou, Zhiru - In: International journal of economics and finance 3 (2011) 4, pp. 193-201
Persistent link: https://www.econbiz.de/10009311485
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Jump volatility estimates of high frequency data and analysis based on HHT
Chen, Jiangrui; Yin, Lianqian; Hou, Sizhe; Zhang, Wei; … - In: International journal of economics and finance 7 (2015) 11, pp. 242-249
Persistent link: https://www.econbiz.de/10011401479
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Alternative estimating methodologies of the UK industry cost of equity capital : the impact of 2007 financial crisis and market volatility
Koulafetis, Panayiota - In: International journal of economics and finance 8 (2016) 1, pp. 111-130
Persistent link: https://www.econbiz.de/10011427815
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Estimating and forecasting volatility of financial markets using asymmetric GARCH models : an application on Turkish financial markets
Gökbulut, Rasim lker; Pekkaya, Mehmet - In: International journal of economics and finance 6 (2014) 4, pp. 23-35
Persistent link: https://www.econbiz.de/10010347758
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A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis
Choi, Won Cheol; Park, Sang Beom - In: International journal of economics and finance 6 (2014) 12, pp. 15-26
Persistent link: https://www.econbiz.de/10010460917
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Relationship between financial and real sectors : implications for stable economic development : (evidence from Thailand)
Khalil, Muhammad Azhar; Chaisrisawatsuk, Santi - In: International journal of economics and finance 10 (2018) 6, pp. 204-217
Persistent link: https://www.econbiz.de/10011885050
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Financial structure and macroeconomic volatility : a panel data analysis
Bezooijen, Emiel van; Bikker, Jacob A. - In: International journal of economics and finance 11 (2019) 12, pp. 117-135
Persistent link: https://www.econbiz.de/10012197506