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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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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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Investigating chaotic behavior in economic series : the delay time in the Grassberger-Procaccia algorithm
Aparicio, Teresa; Pozo, Eduardo; Saura Bacaicoa, Dulce - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 357-380
Persistent link: https://www.econbiz.de/10001438689
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Nonlinear dynamics and chaos in macroeconomics
Chian, Abraham C.-L. - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 601
Persistent link: https://www.econbiz.de/10001524509
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Information, model performance, pricing and trading measures in incomplete markets
Huang, Jinggang; Sandow, Sven; Friedman, Craig - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 373-400
Persistent link: https://www.econbiz.de/10003344314
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Estimating univariate distributions via relative entropy minimization : case studies on financial and economic data
Friedman, Craig; Zhang, Yangyong; Huang, Jinggang - In: International journal of theoretical and applied finance 13 (2010) 1, pp. 163-193
Persistent link: https://www.econbiz.de/10008860416
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Robust exponential hedging and indifference valuation
Owari, Keita - In: International journal of theoretical and applied finance 13 (2010) 7, pp. 1075-1101
Persistent link: https://www.econbiz.de/10008906207
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Empirical copulas for CDO trance pricing using relative entropy
Dempster, Michael A. H.; Medova, Elena A.; Yang, Seung W. - In: International journal of theoretical and applied finance 10 (2007) 4, pp. 679-701
Persistent link: https://www.econbiz.de/10003503370
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Pricing for geometric marked point processes under partial information : entropy approach
Ceci, Claudia; Gerardi, Anna - In: International journal of theoretical and applied finance 12 (2009) 2, pp. 179-207
Persistent link: https://www.econbiz.de/10003855758
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Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick; Ladde, Gangaram S. - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-72
Persistent link: https://www.econbiz.de/10011419362