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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
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1,732
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ECONIS (ZBW)
494
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494
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1
Modeling the
volatility
and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
2
Cryptocurrencies in finance : review and applications
Flori, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012152998
Saved in:
3
Market statistics of a psychology-based heterogeneous agent model
Lamba, Harbir
;
Seaman, Tim
- In:
International journal of theoretical and applied finance
11
(
2008
)
7
,
pp. 717-737
Persistent link: https://www.econbiz.de/10003791852
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
Saved in:
7
Wavelet estimators for long memory in stock markets
Mabrouk, Anouar Ben
;
Kortas, Hedi
;
Ammou, Samir Ben
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 297-317
Persistent link: https://www.econbiz.de/10003867402
Saved in:
8
Model-free implied
volatility
: from surface to index
Fukasawa, Masaaki
;
Ishida, I.
;
Maghrebi, N.
;
Oya, Kosuke
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 433-463
Persistent link: https://www.econbiz.de/10009269385
Saved in:
9
The 3/2 model as a stochastic
volatility
approximation for a large-basket price-weighted index
Hambly, Ben
;
Vaicenavicius, Juozas
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403929
Saved in:
10
VIX versus VXX : a joint analytical framework
Grasselli, Martino
;
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012496543
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