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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 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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Fractional integration in the stock market volatility series
Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 5 (2002) 8, pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
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Causal linkages among Shanghai, Shenzhen, and Hong Kong stock markets
Zhu, Hongquan; Lu, Zu-di; Wang, Shouyang; Soofi, Abdollah S. - In: International journal of theoretical and applied finance 7 (2004) 2, pp. 135-149
Persistent link: https://www.econbiz.de/10002021489
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Experts' earning forecasts : bias, herding and gossamer information
Guedj, Olivier; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 8 (2005) 7, pp. 933-946
Persistent link: https://www.econbiz.de/10003206563
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The market reaction to stock splits : evidence from India
Mishra, A. K. - In: International journal of theoretical and applied finance 10 (2007) 2, pp. 251-271
Persistent link: https://www.econbiz.de/10003441958
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A shot noise model for financial assets
Altmann, Timo; Schmidt, Thorsten; Stute, Winfried - In: International journal of theoretical and applied finance 11 (2008) 1, pp. 86-106
Persistent link: https://www.econbiz.de/10003692728
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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
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Cluster analysis for non-Gaussian locally stationary processes
Hirukawa, Junichi - In: International journal of theoretical and applied finance 9 (2006) 1, pp. 113-132
Persistent link: https://www.econbiz.de/10003285948