Narrow search
Showing 1 - 10 of 13,161
Cover Image
Do Sentiment and Exchange Rate Share Memories? An Application of Multifractional Process Modeling
Yang, Yanyan - 2017
We use the notion of local Holder regularity to investigate the roughness of the pattern of EUR/USD exchange rate process as well as the corresponding investor sentiment dynamic process. Specifically, we use the pointwise Holder exponent to measure the local Holder regularity of a...
Persistent link: https://www.econbiz.de/10012945935
Cover Image
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
Cover Image
Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David; Feliz, Raúl Aníbal - 1992 - 1. ed
Persistent link: https://www.econbiz.de/10000889335
Cover Image
Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P. - 1988
Persistent link: https://www.econbiz.de/10000747918
Cover Image
The identification of destabilizing foreign exchange speculation
Kohlhagen, Steven W. - 1977
Persistent link: https://www.econbiz.de/10000780360
Cover Image
Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
Cover Image
Inflation and the distribution of price changes
Bryan, Michael F.; Cecchetti, Stephen G. - 1996
Persistent link: https://www.econbiz.de/10000609279
Cover Image
Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000126342
Cover Image
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
Cover Image
Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - 1997
Persistent link: https://www.econbiz.de/10000637523