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39
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Kansantaloustieteen Laitos <Tampere>
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International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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EconStor
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ArchiDok
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1
The studentś t dynamic linear regression : re-examining volatility modeling
Heracleous, Maria S.
;
Spanos, Aris
-
2006
Persistent link: https://www.econbiz.de/10003331398
Saved in:
2
Negative volatility and the survival of the Western financial markets
Aase, Knut A.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002833833
Saved in:
3
The effects of capital controls on exchange rate volatility and output
Frenkel, Michael
;
Schmidt, G.
;
Stadtmann, G.
;
Nickel, …
- In:
International economic journal
16
(
2002
)
4
,
pp. 27-51
Persistent link: https://www.econbiz.de/10001725227
Saved in:
4
Trading and non-trading time return dynamics : an analysis of Swedih OMX stock index and forward returns using a GARCH framework
Hördahl, Peter
;
Nordén, Lars
-
1996
Persistent link: https://www.econbiz.de/10000932356
Saved in:
5
Clustered volatility in multiagent dynamics
Youssefmir, Michael
- In:
Journal of economic behavior & organization : JEBO
32
(
1997
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10001226313
Saved in:
6
Essays on business cycle analysis and demography
Sarferaz, Samad
-
2009
Persistent link: https://www.econbiz.de/10008811071
Saved in:
7
Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000646551
Saved in:
8
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
Saved in:
9
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
10
Jensen's inequality for g-convex function under g-expectation
Jia, Guangyan
;
Peng, Shige
- In:
Probability theory and related fields
147
(
2010
)
1/2
,
pp. 217-239
Persistent link: https://www.econbiz.de/10003969115
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