| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An Analytic Approximation for Valuation of the American Option Under the Heston Model in Two Regimes
|
Jeon, Junkee
|
|
|
56 |
2 |
p. 499-528
|
artikel
|
| 2 |
A Non-parametric Test and Predictive Model for Signed Path Dependence
|
Dias, Fabio S.
|
|
|
56 |
2 |
p. 461-498
|
artikel
|
| 3 |
Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets
|
Kang, Sang Hoon
|
|
|
56 |
2 |
p. 529-545
|
artikel
|
| 4 |
Crises Beyond Belief: Findings on Contagion, the Role of Beliefs, and the Eurozone Debt Crisis from a Borrower–Lender Game
|
Welburn, Jonathan W.
|
|
|
56 |
2 |
p. 263-317
|
artikel
|
| 5 |
Distributional Assumptions and the Estimation of Contingent Valuation Models
|
McDonald, James B.
|
|
|
56 |
2 |
p. 431-460
|
artikel
|
| 6 |
Equilibrium Working Curves with Heterogeneous Agents
|
Oglend, Atle
|
|
|
56 |
2 |
p. 355-372
|
artikel
|
| 7 |
Machine learning with parallel neural networks for analyzing and forecasting electricity demand
|
Chen, Yi-Ting
|
|
|
56 |
2 |
p. 569-597
|
artikel
|
| 8 |
Multifractal Analysis of Realized Volatilities in Chinese Stock Market
|
Liu, Yufang
|
|
|
56 |
2 |
p. 319-336
|
artikel
|
| 9 |
Nonlinear Scaling Behavior of Visible Volatility Duration for Financial Statistical Physics Dynamics
|
Zhang, B.
|
|
|
56 |
2 |
p. 373-389
|
artikel
|
| 10 |
Optimal Filter Approximations for Latent Long Memory Stochastic Volatility
|
Yap, Grace Lee Ching
|
|
|
56 |
2 |
p. 547-568
|
artikel
|
| 11 |
Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate
|
Ma, Chaoqun
|
|
|
56 |
2 |
p. 391-429
|
artikel
|
| 12 |
Using Genetic Algorithm and NARX Neural Network to Forecast Daily Bitcoin Price
|
Han, Jin-Bom
|
|
|
56 |
2 |
p. 337-353
|
artikel
|
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