The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach.
- Published in:
- Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 1, doi. 10.1007/s10690-010-9118-0
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- Publication type:
- Article
Works matching IS 13872834 AND DT 2011 AND VI 18 AND IP 1
Results: 6
1
2
Empirical Study of Nikkei 225 Options with the Markov Switching GARCH Model.
- Published in:
- Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 55, doi. 10.1007/s10690-010-9120-6
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- Publication type:
- Article
3
Valuation of Portfolio Credit Derivatives with Default Intensities Using the Vasicek Model.
- Published in:
- Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 33, doi. 10.1007/s10690-010-9119-z
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- Publication type:
- Article
4
'Down-Side Risk' Probability Minimization Problem with Cox-Ingersoll-Ross's Interest Rates.
- Published in:
- Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 69, doi. 10.1007/s10690-010-9121-5
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- Publication type:
- Article
5
A Note on Utility Maximization with Unbounded Random Endowment.
- Published in:
- Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 89, doi. 10.1007/s10690-010-9122-4
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- Publication type:
- Article
6
A Multifactor Model of Credit Spreads.
- Published in:
- Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 105, doi. 10.1007/s10690-010-9123-3
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- Publication type:
- Article