The Minimal Entropy Martingale Measures for Exponential Additive Processes.
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- Asia-Pacific Financial Markets, 2009, v. 16, n. 1, p. 65, doi. 10.1007/s10690-009-9087-3
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- Article
Works matching IS 13872834 AND DT 2009 AND VI 16 AND IP 1
Results: 4
1
2
New Evidence on Risk Factors, Characteristics and the Cross-Sectional Variation of Japanese Stock Returns.
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- Asia-Pacific Financial Markets, 2009, v. 16, n. 1, p. 33, doi. 10.1007/s10690-009-9085-5
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- Publication type:
- Article
3
Alternative Defaultable Term Structure Models.
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- Asia-Pacific Financial Markets, 2009, v. 16, n. 1, p. 1, doi. 10.1007/s10690-009-9084-6
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- Publication type:
- Article
4
Volatility Forecasting in the Hang Seng Index using the GARCH Approach.
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- Asia-Pacific Financial Markets, 2009, v. 16, n. 1, p. 51, doi. 10.1007/s10690-009-9086-4
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- Publication type:
- Article