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1
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
2
Testing weak-form market efficiency in emerging market : evidence from Botswana stock exchange
Mollah, A. Sabur
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 1077-1094
Persistent link: https://www.econbiz.de/10003631024
Saved in:
3
Testing for random walk and structural breaks in hedge funds returns
Cerrato, Mario
;
Iannelli, Andrea
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 341-358
Persistent link: https://www.econbiz.de/10003344293
Saved in:
4
Testing for nonlinearity & modeling volatility in emerging capital markets : the case of Tunisia
Saadi, Samir
;
Gandhi, Devinder K.
;
Dutta, Shantanu
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1021-1050
Persistent link: https://www.econbiz.de/10003395958
Saved in:
5
On the validity of the random walk hypothesis applied to the Dhaka stock exchange
Hasan, Mohammad S.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10002476584
Saved in:
6
Financial modeling and option theory with the truncated levy process
Matacz, Andrew
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 143-160
Persistent link: https://www.econbiz.de/10001488362
Saved in:
7
Investigating chaotic behavior in economic series : the delay time in the Grassberger-Procaccia algorithm
Aparicio, Teresa
;
Pozo, Eduardo
;
Saura Bacaicoa, Dulce
- In:
International journal of theoretical and applied finance
2
(
1999
)
4
,
pp. 357-380
Persistent link: https://www.econbiz.de/10001438689
Saved in:
8
Optimal strategies for prudent investors
Baviera, Roberto
(
contributor
)
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 473-486
Persistent link: https://www.econbiz.de/10001255559
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