Narrow search
Showing 1 - 10 of 3,818
Cover Image
Source of the multifractality in exchange markets : multifractal detrended fluctuations analysis
Günay, Samet - In: Journal of business & economics research 12 (2014) 4, pp. 371-384
Persistent link: https://www.econbiz.de/10010432137
Cover Image
Multifractality in finance : a deep understanding and review of Mandelbrot's MMAR
Maglione, Federico - 2015
Persistent link: https://www.econbiz.de/10011632222
Cover Image
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters
Balcilar, Mehmet; Ozdemir, Zeynel Abidin - In: Empirica : journal of european economics 47 (2020) 3, pp. 611-641
Persistent link: https://www.econbiz.de/10012289234
Cover Image
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang; Lin, Sha - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Cover Image
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj; Bourghelle, David; Rozin, Philippe; … - In: Energy economics 133 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Cover Image
Applying the barycentric Jacobi spectral method to price options with transaction costs in a fractional Black-Scholes framework
Nteumagné, B. F.; Pindza, E.; Maré, E. - In: Journal of mathematical finance 4 (2014) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10010422895
Cover Image
Stochastic cutting planes for data-driven optimization
Bertsimas, Dimitris; Li, Michael Lingzhi - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 5, pp. 2400-2409
Persistent link: https://www.econbiz.de/10014325341
Cover Image
Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes
Matilla-García, Mariano; Ruiz Marín, Manuel; Dore, … - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 1, pp. 181-193
Persistent link: https://www.econbiz.de/10010340239
Cover Image
Nonlinearity and the unit root hypothesis for African per capita real GDP
Solarin Sakiru Adebola; Anoruo, Emmanuel - In: International economic journal 29 (2015) 4, pp. 617-630
Persistent link: https://www.econbiz.de/10011548770
Cover Image
Perturbation methods for Markov-switching dynamic stochastic general equilibrium models
Foerster, Andrew; Rubio-Ramírez, Juan Francisco; … - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 637-669
Persistent link: https://www.econbiz.de/10011612130