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A generalized multiscale analysis of the predictive content of Eurodollar implied volatilities
Cardinali, Alessandro - In: International journal of theoretical and applied finance 12 (2009) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10003847543
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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
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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
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Option pricing for GARCH models with Markov switching
Elliott, Robert J.; Siu, Tak Kuen; Chan, Leunglung - In: International journal of theoretical and applied finance 9 (2006) 6, pp. 825-841
Persistent link: https://www.econbiz.de/10003380278
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Bayesian model selection via filtering for a class of micro-movement models of asset price
Kouritzin, Michael A.; Zeng, Yong - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 97-121
Persistent link: https://www.econbiz.de/10002625269
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Prediction of financial data with Hidden Markov Mixtures of Experts
Liehr, Stefan; Pawelzik, Klaus; Kohlmorgen, Jens; Lemm, … - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 593
Persistent link: https://www.econbiz.de/10001524504
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Financial friction and multiplicative Markov market games
Aurell, Erik; Muratore-Ginanneschi, Paolo - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 501-510
Persistent link: https://www.econbiz.de/10001523035
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Measuring the complexity of currency markets by fractal dimension analysis
Soofi, Abdollah S.; Galka, Andreas - In: International journal of theoretical and applied finance 6 (2003) 6, pp. 553-563
Persistent link: https://www.econbiz.de/10001794257
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Markov properties of high frequency exchange rate data
Renner, C.; Peinke, J.; Friedrich, R. - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 415-416
Persistent link: https://www.econbiz.de/10001522906
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On finite dimensional realizations for the term structure of futures prices
Björk, Tomas; Blix, Magnus; Landén, Camilla - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 281-314
Persistent link: https://www.econbiz.de/10003344282