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Results 11-20 of 20.
Year of PublicationTitleAuthor(s)
2019Conditional variance forecasts for long-term stock returns
In: volume: 7, 2019, issue: 4, p. 1-22
Mammen, Enno; Nielsen, Jens Perch; Scholz, Michael; Sperlich, Stefan
2019A review of first-passage theory for the Segerdahl-Tichy risk process and open problems
In: volume: 7, 2019, issue: 4, p. 1-21
Avram, Florin; Perez-Garmendia, Jose-Luis
2019Three essays on stopping
In: volume: 7, 2019, issue: 4, p. 1-10
Mayerhofer, Eberhard
2019A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance
In: volume: 7, 2019, issue: 4, p. 1-18
Dassios, Angelos; Jang, Jiwook; Zhao, Hongbiao
2019A study on global investors' criteria for investment in the local currency bond markets using AHP methods: The case of the Republic of Korea
In: volume: 7, 2019, issue: 4, p. 1-20
Jang, Jae Young; Park, Min Jae
2019Option implied stock buy-side and sell-side market depths
In: volume: 7, 2019, issue: 4, p. 1-16
Tsai, Feng-Tse
2019Market risk analysis of energy in vietnam
In: volume: 7, 2019, issue: 4, p. 1-13
Ngoc Phu Tran; Thang Cong Nguyen; Duc Hong Vo; McAleer, Michael
2019A new heavy tailed class of distributions which includes the Pareto
In: volume: 7, 2019, issue: 4, p. 1-17
Bhati, Deepesh; Calderín-Ojeda, Enrique; Meenakshi, Mareeswaran
2019The effect of jumps in the crude oil market on the sovereign risks of major oil exporters
In: volume: 7, 2019, issue: 4, p. 1-15
Bouri, Elie
2019High frequency price change spillovers in bitcoin markets
In: volume: 7, 2019, issue: 4, p. 1-18
Giudici, Paolo; Pagnottoni, Paolo