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Could nonlinear dynamics contribute to intra-day risk management?
Darbellay, Georges A. - In: The European journal of finance 3 (1997) 4, pp. 311-324
Persistent link: https://www.econbiz.de/10001236101
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Prediction in chaotic time series : methods and comparisons with an application to financial intra-day data
Guégan, Dominique; Mercier, Léon É. - In: The European journal of finance 11 (2005) 2, pp. 137-150
Persistent link: https://www.econbiz.de/10002841806
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Estimating the time varying components of international stock markets' risk
Giannopoulos, Kostas - In: The European journal of finance 1 (1995) 2, pp. 129-164
Persistent link: https://www.econbiz.de/10001193840
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger; Mittnik, Stefan - In: The European journal of finance 8 (2002) 3, pp. 302-321
Persistent link: https://www.econbiz.de/10001704471
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The statistical evolution of prices on the Istanbul Stock Exchange
Odabaşi, Attila; Aksu, Celal; Akgiray, Vedat - In: The European journal of finance 10 (2004) 6, pp. 510-525
Persistent link: https://www.econbiz.de/10002507874
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Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien - In: The European journal of finance 17 (2011) 1/2, pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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The stable tail dependence and influence among the European stock markets : a score-driven dynamic copula approach
Barnett, William A.; Wang, Xue; Xu, Hai-Chuan; Zhou, … - In: The European journal of finance 29 (2023) 16, pp. 1933-1956
Persistent link: https://www.econbiz.de/10014388527
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Volatility dependences of stock markets with structural breaks
Luo, Jiawen; Chen, Langnan - In: The European journal of finance 24 (2018) 17, pp. 1727-1753
Persistent link: https://www.econbiz.de/10012259100
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Predictability of Bitcoin returns
Cheah, Eng-Tuck; Luo, Di; Zhang, Zhuang; Sung, Ming-chien - In: The European journal of finance 28 (2022) 1, pp. 66-85
Persistent link: https://www.econbiz.de/10013373232
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Consistent estimation to determine the embedding dimension in financial data : with an application to the dollar-deutschmark exchange rate
Guégan, Dominique - In: The European journal of finance 3 (1997) 3, pp. 231-242
Persistent link: https://www.econbiz.de/10001226322