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Market statistics of a psychology-based heterogeneous agent model
Lamba, Harbir; Seaman, Tim - In: International journal of theoretical and applied finance 11 (2008) 7, pp. 717-737
Persistent link: https://www.econbiz.de/10003791852
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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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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
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Multi-currency credit default swaps
Brigo, Damiano; Pede, Nicola; Petrelli, Andrea - In: International journal of theoretical and applied finance 22 (2019) 4, pp. 1-35
Persistent link: https://www.econbiz.de/10012030890
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Global and regional risks in currency returns
Rendon, Jairo A. - In: International journal of theoretical and applied finance 22 (2019) 8, pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
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The mirage of triangular arbitrage in the spot foreign exchange market
Fenn, Daniel J.; Howison, Sam; McDonald, Mark; … - In: International journal of theoretical and applied finance 12 (2009) 8, pp. 1105-1123
Persistent link: https://www.econbiz.de/10003946577
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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
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Short- and long-term effects of the 9/11 event : the international evidence
Richman, Vincent; Santos, Michael R.; Barkoulas, John T. - In: International journal of theoretical and applied finance 8 (2005) 7, pp. 947-958
Persistent link: https://www.econbiz.de/10003206751
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Drawdown measure in portfolio optimization
Chekhlov, Alexei; Uryasev, Stan; Zabarankin, Michael - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 13-58
Persistent link: https://www.econbiz.de/10002625151
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How does the Eurodollar interest rate behave?
DiMatteo, Tiziana; Aste, Tomaso - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 107-122
Persistent link: https://www.econbiz.de/10001657433