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Testing for nonlinearity & modeling volatility in emerging capital markets : the case of Tunisia
Saadi, Samir; Gandhi, Devinder K.; Dutta, Shantanu - In: International journal of theoretical and applied finance 9 (2006) 7, pp. 1021-1050
Persistent link: https://www.econbiz.de/10003395958
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Covariance and correlation swaps for financial markets with Markov-modulated volatilities
Salvi, Giovanni; Sviščuk, Anatolij - In: International journal of theoretical and applied finance 17 (2014) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10010363946
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Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas; Marchesi, Michele - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
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Multifractal fluctuations in finance
Schmitt, François; Schertzer, Daniel; Lovejoy, Shaun - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 361-364
Persistent link: https://www.econbiz.de/10001522884
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Modulated information flows in financial markets
Hoyle, Edward; Macrina, Andrea; Mengütürk, Levent Ali - In: International journal of theoretical and applied finance 23 (2020) 4, pp. 1-35
Persistent link: https://www.econbiz.de/10012271037
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Financial markets with no riskless (safe) asset
Račev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
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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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Risk sensitivities of Bermuda swaptions
Piterbarg, Vladimir V. - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 465-509
Persistent link: https://www.econbiz.de/10002108806
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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