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International journal of theoretical and applied finance
NBER working paper series
962
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Energy economics
685
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643
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ECONIS (ZBW)
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1
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
Saved in:
2
A stochastic
volatility
model for risk-reversals in foreign exchange
Albanese, Claudio
;
Mijatovi´c, Aleksandar
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 877-899
Persistent link: https://www.econbiz.de/10003911250
Saved in:
3
Long-range dependence in exchange rates: the case of the European Monetary System
Souza, Sergio R. S.
;
Tabak, Benjamin Miranda
;
Cajueiro, …
- In:
International journal of theoretical and applied finance
11
(
2008
)
2
,
pp. 199-223
Persistent link: https://www.econbiz.de/10003703073
Saved in:
4
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:
5
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
6
The affine rational potential model
Nguyen, The Anh
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012808016
Saved in:
7
CVA with wrong way risk : sensitivities,
volatility
and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
8
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
9
Derivative pricing based on the exchange rate in a target zone with realignment
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 945-956
Persistent link: https://www.econbiz.de/10009380992
Saved in:
10
The valuation of options on foreign exchange rate in a target zone
Xu, Guangli
;
Song, Shiyu
;
Wang, Yongjin
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011523802
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