Incorporating Realized Quarticity into a Realized Stochastic Volatility Model.
- Published in:
- Asia-Pacific Financial Markets, 2019, v. 26, n. 4, p. 495, doi. 10.1007/s10690-019-09276-2
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- Publication type:
- Article
Works matching IS 13872834 AND DT 2019 AND VI 26 AND IP 4
Results: 7
1
2
A Numerical Scheme for Expectations with First Hitting Time to Smooth Boundary.
- Published in:
- Asia-Pacific Financial Markets, 2019, v. 26, n. 4, p. 553, doi. 10.1007/s10690-019-09278-0
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- Publication type:
- Article
3
Analysis of Price Differences Between A and H Shares.
- Published in:
- Asia-Pacific Financial Markets, 2019, v. 26, n. 4, p. 529, doi. 10.1007/s10690-019-09277-1
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- Publication type:
- Article
4
Stylized Facts of the Indian Stock Market.
- Published in:
- Asia-Pacific Financial Markets, 2019, v. 26, n. 4, p. 479, doi. 10.1007/s10690-019-09275-3
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- Publication type:
- Article
5
Financial Markets Development and Financing Choice of Firms: New Evidence from Asia.
- Published in:
- Asia-Pacific Financial Markets, 2019, v. 26, n. 4, p. 429, doi. 10.1007/s10690-019-09273-5
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- Publication type:
- Article
6
Multifactor Portfolio Construction by Factor Risk Parity Strategies: An Empirical Comparison of Global Stock Markets.
- Published in:
- Asia-Pacific Financial Markets, 2019, v. 26, n. 4, p. 453, doi. 10.1007/s10690-019-09274-4
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- Publication type:
- Article
7
Modeling Trading Behavior in the Japanese Stock Market During QE Tapering and Post-QE Exit.
- Published in:
- Asia-Pacific Financial Markets, 2019, v. 26, n. 4, p. 409, doi. 10.1007/s10690-019-09272-6
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- Publication type:
- Article