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Time scale and fractionality in financial time series

Sproul, Thomas W. - In: Agricultural finance review 76 (2016) 1, pp. 76-93

Persistent link: https://www.econbiz.de/10011695555

Heterogeneity in risk preferences leads to stochastic volatility

Leisen, Dietmar - In: International journal of theoretical and applied finance 21 (2018) 6, pp. 1-27

Persistent link: https://www.econbiz.de/10011926621

Stochastic sensitivity of bull and bear states

Jungeilges, Jochen A.; Maklakova, Elena; Perevalova, Tatyana - In: Journal of economic interaction and coordination 17 (2022) 1, pp. 165-190

Persistent link: https://www.econbiz.de/10013171505

Spectral financial econometrics

Bandi, Federico M.; Tamoni, Andrea - In: Econometric theory 38 (2022) 6, pp. 1175-1220

Persistent link: https://www.econbiz.de/10013539327

Incomplete financial markets and jumps in asset prices

Crès, Hervé; Markeprand, Tobias; Tvede, Mich - In: Economic theory : official journal of the Society for … 62 (2016) 1/2, pp. 201-219

Persistent link: https://www.econbiz.de/10011554148

What does the financial market pricing do? : a simulation analysis with a view to systemic volatility, exuberance and vagary

Biondi, Yuri; Righi, Simone - In: Journal of economic interaction and coordination : JEIC 11 (2016) 2, pp. 175-203

Persistent link: https://www.econbiz.de/10011700962

Multidimensional measure of poverty in Ethiopia : factor and stochastic dominance analysis

Bersisa, Mekonnen; Heshmati, Almas - In: Poverty and well-being in East Africa : a multi-faceted …, (pp. 215-238). 2016

This study did an in-depth analysis of multidimensional poverty in rural and small towns in Ethiopia. As social well-being or poverty is a multidimensional phenomenon, using a multidimensional measure of poverty helps circumvent problems surrounding the conventional measures of poverty and helps...

Persistent link: https://www.econbiz.de/10012304825

Optimal strategies with option compensation under mean reverting returns or volatilities

Herzel, Stefano; Nicolosi, Marco - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 47-69

Persistent link: https://www.econbiz.de/10011993415

Tempered stable process, first passage time, and path-dependent option pricing

Kim, Young Shin - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 187-215

Persistent link: https://www.econbiz.de/10011993461

Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models

Goudenege, Ludovic; Molent, Andrea; Zanette, Antonino - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 217-248

Persistent link: https://www.econbiz.de/10011993464

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