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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Journal of econometrics
393
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137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of risk and financial management : JRFM
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1
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
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2
An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin
;
Taksar, Michael I.
;
Koné, Fatoumata J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
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3
An accurate valuation of Asian options using moments
Fusai, G.
;
Tagliani, Aldo
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 147-169
Persistent link: https://www.econbiz.de/10001662967
Saved in:
4
Moment approximations of displaced forward-LIBOR rates with application to swaptions
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012496904
Saved in:
5
Out-of-sample stock return prediction using higher-order moments
Faias, José Afonso
;
Castel-Branco, Tiago
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011926608
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6
Modelling financial series distributions : a versatile data fitting approach
Shang, Jennifer
;
Tadikamalla, Pandu R.
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 231-251
Persistent link: https://www.econbiz.de/10002111053
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7
An analytical framework for explaining relative performance of CAPM beta and downside beta
Galagedera, Don U. A.
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 341-358
Persistent link: https://www.econbiz.de/10003867409
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8
A comment on two-phase behavior of financial markets
Krzesinski, Anthony E.
;
Costa, Andre
;
Ramakrishnan, Maya
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 89-93
Persistent link: https://www.econbiz.de/10003415699
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9
An equilibrium-based model of stock-pinning
Nayak, Suhas
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 535-555
Persistent link: https://www.econbiz.de/10003463470
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10
Two-component extreme value distribution for Asia-Pacific stock index returns
Ané, Thierry
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 643-671
Persistent link: https://www.econbiz.de/10003378957
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