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Modeling the risk and return relation conditional on markt volatility and market conditions
Galagedera, Don U. A.; Faff, Robert W. - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10002625219
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A continuous time approximation of an evolutionary stock market model
Buchmann, Boris; Weber, Stefan - In: International journal of theoretical and applied finance 10 (2007) 7, pp. 1229-1253
Persistent link: https://www.econbiz.de/10003632068
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The number of regimes across asset returns : identification and economic value
Gatumel, Mathieu; Ielpo, Florian - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-25
Persistent link: https://www.econbiz.de/10010438505
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A process-reconstruction analysis of market fluctuations
Mendes, Rui Vilela; Lima, R.; Araújo, T. - In: International journal of theoretical and applied finance 5 (2002) 8, pp. 797-821
Persistent link: https://www.econbiz.de/10001763188
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A model of stock market bubble under uncertain fundamentals
Dean, James W.; Milovanov, T. - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 599
Persistent link: https://www.econbiz.de/10001524508
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Search for log-periodic oscillations in stock market simulations
Pandey, Rama N.; Stauffer, Dietrich - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 479-482
Persistent link: https://www.econbiz.de/10001523019
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Generalized framework for applying the Kelly criterion to stock markets
Byrnes, Tim; Barnett, Tristan - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-13
Persistent link: https://www.econbiz.de/10011903765
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Logistic model for stock market bubbles and anti-bubbles
Lynch, Christopher; Mestel, Benjamin - In: International journal of theoretical and applied finance 20 (2017) 6, pp. 1-24
Persistent link: https://www.econbiz.de/10011734313
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CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
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Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen; Kutrolli, Gleda; Stefani, Silvana - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-18
Persistent link: https://www.econbiz.de/10012807773