An Empirical Comparison of Two Stochastic Volatility Models using Indian Market Data.
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- Asia-Pacific Financial Markets, 2013, v. 20, n. 3, p. 243, doi. 10.1007/s10690-013-9166-3
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- Publication type:
- Article
Works matching IS 13872834 AND DT 2013 AND VI 20 AND IP 3
Results: 4
1
2
Optimal Investment and Consumption with Default Risk: HARA Utility.
- Published in:
- Asia-Pacific Financial Markets, 2013, v. 20, n. 3, p. 261, doi. 10.1007/s10690-013-9167-2
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- Publication type:
- Article
3
An Analytical Evaluation Method of the Operational Risk Using Fast Wavelet Expansion Techniques.
- Published in:
- Asia-Pacific Financial Markets, 2013, v. 20, n. 3, p. 283, doi. 10.1007/s10690-013-9168-1
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- Publication type:
- Article
4
Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets.
- Published in:
- Asia-Pacific Financial Markets, 2013, v. 20, n. 3, p. 219, doi. 10.1007/s10690-013-9165-4
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- Publication type:
- Article