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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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Testing weak-form market efficiency in emerging market : evidence from Botswana stock exchange
Mollah, A. Sabur - In: International journal of theoretical and applied finance 10 (2007) 6, pp. 1077-1094
Persistent link: https://www.econbiz.de/10003631024
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On the validity of the random walk hypothesis applied to the Dhaka stock exchange
Hasan, Mohammad S. - In: International journal of theoretical and applied finance 7 (2004) 8, pp. 1069-1085
Persistent link: https://www.econbiz.de/10002476584
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Technical analysis based on price-volume signals and the power of trading breaks
Westerhoff, Frank H. - In: International journal of theoretical and applied finance 9 (2006) 2, pp. 227-244
Persistent link: https://www.econbiz.de/10003312732
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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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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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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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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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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
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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