A discrete Itô calculus approach to He’s framework for multi-factor discrete markets.
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- Asia-Pacific Financial Markets, 2005, v. 12, n. 3, p. 273, doi. 10.1007/s10690-006-9026-5
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- Article
Works matching IS 13872834 AND DT 2005 AND VI 12 AND IP 3
Results: 4
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2
Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility.
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- Asia-Pacific Financial Markets, 2005, v. 12, n. 3, p. 199, doi. 10.1007/s10690-006-9023-8
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- Publication type:
- Article
3
The volume–volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997.
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- Asia-Pacific Financial Markets, 2005, v. 12, n. 3, p. 245, doi. 10.1007/s10690-006-9024-7
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- Publication type:
- Article
4
Comparison of randomization techniques for low-discrepancy sequences in finance.
- Published in:
- Asia-Pacific Financial Markets, 2005, v. 12, n. 3, p. 227, doi. 10.1007/s10690-006-9025-6
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- Publication type:
- Article