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On the rate of information absorption in the conditional variance of SES dual listed stocks
Fong, Wai-mun; Chng, Pheng Lui - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 205-217
Persistent link: https://www.econbiz.de/10001484695
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Wavelet transforms for the statistical analysis of returns generating stochastic processes
Capobianco, Enrico - In: International journal of theoretical and applied finance 4 (2001) 3, pp. 511-534
Persistent link: https://www.econbiz.de/10001584368
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A threshold model for stock return volatility and trading volume
Iori, Giulia - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 467-472
Persistent link: https://www.econbiz.de/10001523008
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Fractional integration in the stock market volatility series
Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 5 (2002) 8, pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
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A correlated stochastic volatility model measuring leverage and other stylized facts
Masoliver, Jaume; Perelló, Josep - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 541-562
Persistent link: https://www.econbiz.de/10001687146
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Modeling the risk and return relation conditional on markt volatility and market conditions
Galagedera, Don U. A.; Faff, Robert W. - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10002625219
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The impact of stock returns volatility on credit default swap rates: A copula study
Abid, Fathi; Naifar, Nader - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1135-1155
Persistent link: https://www.econbiz.de/10003280048
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Option pricing based on a log-skew-normal mixture
Jiménez, José Alfredo; Arunachalam, V.; Serna, G. M. - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-22
Persistent link: https://www.econbiz.de/10011418885
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Information flow dependence in financial markets
Michaelsen, Markus - In: International journal of theoretical and applied finance 23 (2020) 5, pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
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Volatility inference and return dependencies in stochastic volatility models
Pfante, Oliver; Bertschinger, Nils - In: International journal of theoretical and applied finance 22 (2019) 3, pp. 1-44
Persistent link: https://www.econbiz.de/10012019759