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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Finance research letters
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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1
Regime-switched
volatility
of brent crude oil futures with Markov-switching ARCH model
Chiu, Tien-yu
;
Shieh, Shwu-Jane
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 113-124
Persistent link: https://www.econbiz.de/10003855754
Saved in:
2
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
3
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
Saved in:
4
Historical
volatility
distribution in Gaussian and GARCH (1,1) models
Molgedey, Lutz
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 417
Persistent link: https://www.econbiz.de/10001522909
Saved in:
5
Locally risk-neutral valuation of options in GARCH models based on variance-gamma process
Kao, Lie Jane
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009624510
Saved in:
6
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
Saved in:
7
Portfolio rho-presentativity
Froidure, Tristan
;
Jjalalzai, Khalid
;
Choueifaty, Yves
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012153456
Saved in:
8
Detecting and modeling tail dependence
Bellini, Fabio
;
Figà-Talamanca, Gianna
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 269-287
Persistent link: https://www.econbiz.de/10002111461
Saved in:
9
Exploring the impact of calendar effects on the dynamic structure and forecasts of financial time series
Kyrtsou, Catherine
;
Leontitsis, Alexander
;
Siriopoulos, …
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003285858
Saved in:
10
Convergence speed of GARCH option price to diffusion option price
Duan, Jin-Chuan
;
Wang, Yazhen
;
Zou, Jian
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 359-391
Persistent link: https://www.econbiz.de/10003867411
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