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Global and regional risks in currency returns
Rendon, Jairo A. - In: International journal of theoretical and applied finance 22 (2019) 8, pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
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Estimating the fractal dimension of the S&P 500 index using wavelet analysis
Bayraktar, Erhan; Poor, H.Vincent; Sircar, Kaushik Ronnie - In: International journal of theoretical and applied finance 7 (2004) 5, pp. 615-643
Persistent link: https://www.econbiz.de/10002171489
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Pricing of unemployment insurance products with doubly stochastic Markov chains
Biagini, Francesca; Widenmann, Jan - In: International journal of theoretical and applied finance 15 (2012) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10009624472
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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
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A threshold model for local volatility : evidence of leverage and mean reversion effects on historical data
Lejay, Antoine; Pigato, Paolo - In: International journal of theoretical and applied finance 22 (2019) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10012030906
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A joint empirical and theoretical investigation of the modes of deformation of swaption matrices : implications for model choice
Rebonato, Riccardo; Joshi, Mark - In: International journal of theoretical and applied finance 5 (2002) 7, pp. 667-694
Persistent link: https://www.econbiz.de/10001743233
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Derivative pricing with collateralization and FX market dislocations
Moreni, Nicola; Pallavicini, Andrea - In: International journal of theoretical and applied finance 20 (2017) 6, pp. 1-27
Persistent link: https://www.econbiz.de/10011734332
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Zig-zag movements and near neighbors in the foreign exchange market
Szpiro, George - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 421-422
Persistent link: https://www.econbiz.de/10001522913
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Prediction and volatility of black market currencies : evidence from renminbi and rial exchange rates
Soofi, Abdollah S.; Cao, Liangyue - In: International journal of theoretical and applied finance 5 (2002) 6, pp. 659-666
Persistent link: https://www.econbiz.de/10001743197
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Measuring the complexity of currency markets by fractal dimension analysis
Soofi, Abdollah S.; Galka, Andreas - In: International journal of theoretical and applied finance 6 (2003) 6, pp. 553-563
Persistent link: https://www.econbiz.de/10001794257