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Kansantaloustieteen Laitos <Tampere>
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Finance research letters
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International review of financial analysis
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The European journal of finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance and stochastics
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The journal of futures markets
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ECONIS (ZBW)
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1
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
Saved in:
2
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun
;
Skindilias, Konstantinos
; …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011417712
Saved in:
3
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed
;
Fernández, Begoña
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
Saved in:
4
A probabilistic demand application in the American cracker market
Johnson, Rutherford Card
- In:
International journal of food and agricultural …
4
(
2016
)
3
,
pp. 49-61
Persistent link: https://www.econbiz.de/10011558359
Saved in:
5
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
6
Stochastic clock and financial markets
Geman, Hélyette
-
2009
Persistent link: https://www.econbiz.de/10003827081
Saved in:
7
Stochastic clock and financial markets
Geman, Hélyette
- In:
Aspects of mathematical finance
,
(pp. 37-52)
.
2008
Persistent link: https://www.econbiz.de/10003653396
Saved in:
8
A simple nonparametric approach to derivative security valuation
Stutzer, Michael J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
Saved in:
9
Recovering probability distributions from option prices
Jackwerth, Jens Carsten
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
Saved in:
10
From value at risk to stress testing : the extreme value approach
Longin, François M.
- In:
Journal of banking & finance
24
(
2000
)
7
,
pp. 1097-1130
Persistent link: https://www.econbiz.de/10001483876
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