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The opinion game : stock price evolution from microscopic market modeling
Bovier, Anton; C̆erný, Jir̆í; Hryniv, Ostap - In: International journal of theoretical and applied finance 9 (2006) 1, pp. 91-111
Persistent link: https://www.econbiz.de/10003285942
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A model for high frequency data under partial information : a filtering approach
Ceci, Claudia; Gerardi, Anna - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 555-576
Persistent link: https://www.econbiz.de/10003347389
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Forward and futures prices with bubbles
Jarrow, Robert A.; Protter, Philipp - In: International journal of theoretical and applied finance 12 (2009) 7, pp. 901-924
Persistent link: https://www.econbiz.de/10003928307
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Markets as a counterparty : an introduction to conic finance
Madan, Dilip B.; Cherny, Alexander - In: International journal of theoretical and applied finance 13 (2010) 8, pp. 1149-1177
Persistent link: https://www.econbiz.de/10008906182
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Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il; Choi, Pilsun; Nam, Kiseok; Vahid, Farshid - In: Pacific-Basin finance journal 20 (2012) 2, pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
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The stress-dependent random walk
Gremm, Martin - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
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Short selling by individual investors : destabilizing or price discovering?
Jung, Chan Shik; Kim, Woojin; Lee, Dong Wook - In: Pacific-Basin finance journal 21 (2013) 1, pp. 1232-1248
Persistent link: https://www.econbiz.de/10009693384
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Asset allocation and asset pricing in the face of systemic risk : a literature overview and assessment
Meinerding, Christoph - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10009624488
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The joint distribution of stock returns is not elliptical
Chicheportiche, Rémy; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10009624498
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Predicting dividends in log-linear present value models
Ang, Andrew - In: Pacific-Basin finance journal 20 (2012) 1, pp. 151-171
Persistent link: https://www.econbiz.de/10009629165