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1
Effect of regret sensitivity on self-insurance and self-protection
Fujii, Yoichiro
;
Osaki, Yusuke
- In:
Applied economics
55
(
2023
)
44
,
pp. 5202-5212
Persistent link: https://www.econbiz.de/10014335055
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2
What should the value of lambda be in the exponentially weighted moving average
volatility
model?
Bollen, Bernard
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
Saved in:
3
Is Bitcoin really a currency? : a viewpoint of a stochastic
volatility
model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
4
Uncertainty in currency mispricing
Clements, Kenneth W.
;
Lan, Yihui
;
Si, Jiawei
- In:
Applied economics
50
(
2018
)
20
,
pp. 2297-2312
Persistent link: https://www.econbiz.de/10011850129
Saved in:
5
Long range dependence in an emerging stock market's sectors :
volatility
modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
6
Value at
risk
estimation by threshold stochastic
volatility
model
Huang, Alex
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
Saved in:
7
Modelling the dynamics of Bitcoin and Litecoin : GARCH versus stochastic
volatility
models
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
- In:
Applied economics
51
(
2019
)
37
,
pp. 4073-4082
Persistent link: https://www.econbiz.de/10012196960
Saved in:
8
A comparison of pricing and
hedging
performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
9
Pricing and
hedging
options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
10
Realized
volatility
, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
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