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A multivariate regime switching approach to the relation between the stock market, the interest rate and output
Kanas, Angelos - In: International journal of theoretical and applied finance 11 (2008) 7, pp. 657-671
Persistent link: https://www.econbiz.de/10003791845
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Modeling the volatility and expected value of a diversified world index
Platen, Eckhard - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
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The stochastic intensity SSRD model implied volatility patterns for credit default swap options and the impact of correlation
Brigo, Damiano; Cousot, Laurent - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
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Security markets with price limits : a Bayesian approach
Harel, Arie; Harpaz, Giora - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 359-372
Persistent link: https://www.econbiz.de/10003344304
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Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
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PCA-based ex-ante forecasting of swap term structures
Blaskowitz, Olilver; Herwartz, Helmut - In: International journal of theoretical and applied finance 12 (2009) 4, pp. 465-489
Persistent link: https://www.econbiz.de/10003879073
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The variance swap contract under the CEV process
Jordan, Richard; Tier, Charles - In: International journal of theoretical and applied finance 12 (2009) 5, pp. 709-743
Persistent link: https://www.econbiz.de/10003899517
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Sensitivity analysis and density estimation for the Hobson-Rogers stochastic volatility model
Kawai, Reiichiro - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 283-295
Persistent link: https://www.econbiz.de/10003867401
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Wavelet estimators for long memory in stock markets
Mabrouk, Anouar Ben; Kortas, Hedi; Ammou, Samir Ben - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 297-317
Persistent link: https://www.econbiz.de/10003867402
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On portfolio selection under extreme risk measure : the heavy-tailed ICA model
Clémençon, Stéphan; Slim, Skander - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 449-474
Persistent link: https://www.econbiz.de/10003463451