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  1. Sheng, Lin Wen [Author]; Uddin, Mohammed Gazi Salah [Author]; Sen, Ding [Author]; Hao, Zhu Shi [Author]

    The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference

    2024

    Published in: International review of financial analysis ; 91(2024) vom: Jan., Artikel-ID 102964, Seite 1-14

  2. Kalovwe, Sebastian Kaweto [Author]; Mwaniki, Joseph Ivivi [Author]; Simwa, Richard Onyino [Author]

    On regime-switching European option pricing

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    2023

    Published in: Cogent economics & finance ; 11(2023), 1, Artikel-ID 2203439, Seite 1-19

  3. Shahzad, Syed Jawad Hussain [Author]; Bouri, Elie [Author]; Kang, Sang Hoon [Author]; Saeed, Tareq [Author]

    Regime specific spillover across cryptocurrencies and the role of COVID-19

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    2021

    Published in: Financial innovation ; 7(2021), Artikel-ID 5, Seite 1-24

  4. Pigato, Paolo [Author]

    Extreme at-the-money skew in a local volatility model - [published Version]

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    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2017

    Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik , Volume 2468, ISSN 2198-5855