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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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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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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
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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
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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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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
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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
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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
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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
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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