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Assessing the extent of exchange rate risk pricing in equity markets : emerging versus developed economies
Bonga-Bonga, Lumengo, (2025)
A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives
Das, Sanjiv R., (1998)
The Empirical Foundations of the Arbitrage Pricing Theory I : The Empirical Tests
Lehmann, Bruce N., (1985)
Asset Pricing : A Structural Theory and Its Applications
Cheng, Bing, (2008)
Comparative analysis on the three popular causality modeling methodologies
Shi, Xueyang, (2022)
Semiparametric estimation from time series with long-range dependence
Cheng, Bing, (1994)