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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
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2
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
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