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International Journal of Theoretical and Applied Finance

IF0.4
论文数17
被引数
期刊论文 17
发表时间
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THE PREFACE前言
deleteInternational Journal of Theoretical and Applied Finance
IF0.4
delete2026-05-01
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PREAI
deleteGrasselli, Matheus R.
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EXPLORING THE INTERPLAY OF SKEWNESS AND KURTOSIS: DYNAMICS IN CRYPTOCURRENCY MARKETS AMID THE COVID-19 PANDEMIC探索偏度和峰度的相互作用：新冠疫情期间加密货币市场的动态
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IF0.4
delete2026-05-01
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PREAI
deleteKaragiorgis, Ariston; Ballis, Antonis; Drakos, Konstantinos; Kallandranis, Christos
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FISCAL SUSTAINABILITY INVESTIGATION BASED ON CLUSTER ANALYSIS AND PANEL CS-ARDL MODELS基于聚类分析和面板CS-ARDL模型的财政可持续性研究
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IF0.4
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PREAI
deleteCampos, Eduardo Lima; Cysne, Rubens Penha; Cordeiro De Castro, Carlos henrique dias
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TIME- AND FREQUENCY-VARYING PRICE LINKAGES, HEDGE RATIO AND HEDGING EFFECTIVENESS IN THE FUTURES MARKETS OF SILVER AND PLATINUM: A WAVELET LOCAL MULTIPLE CORRELATION APPROACH银和铂期货市场中的时变与频变价格联动、对冲比和对冲有效性：一种小波局部多重相关方法
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IF0.4
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deleteSiori, Sophia; Panagiotou, Dimitrios
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ARTIFICIAL INTELLIGENCE, ESG, AND U.S. STOCK MARKET BEHAVIOR: EVIDENCE FROM A WAVELET, MGARCH-DCC AND MS-GARCH-DCC APPROACHES人工智能、ESG与美股市场行为：基于小波、MGARCH-DCC和MS-GARCH-DCC方法的研究证据
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IF0.4
delete2026-05-01
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PREAI
deleteAli, Mumtaz; Igunnu, Peter Oluwasegun; Khan, Soha
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EMISSION IMPOSSIBLE: BALANCING ENVIRONMENTAL CONCERNS AND ENERGY PRICES排放不可能：平衡环境关切与能源价格
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IF0.4
delete2026-03-01
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deleteAid, Rene; Arduca, Maria; Biagini, Sara; Taschini, Luca
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FILTERING IN A HAZARD RATE CHANGE-POINT MODEL WITH FINANCIAL AND LIFE-INSURANCE APPLICATIONS在风险率变化点模型中的滤波及其在金融和人寿保险中的应用
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deleteButtarazzi, Matteo; Ceci, Claudia
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RISK MEASURES BASED ON TARGET RISK PROFILES基于目标风险配置文件的风险度量
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deleteAlexander, Jascha; Laudage, Christian; Sass, Jorn
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Q-WORLD-INFORMED DOUBLE NEURAL NETWORKS FOR OPTION PRICING PDEs基于Q-WORLD-INFORMED的双神经网络用于期权定价偏微分方程
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deleteKee, Yong How; Pun, Chi Seng
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THE AGGREGATION PROBLEM: THE CASE OF A COBB-DOUGLAS PRODUCTION FUNCTION FOR EUROPEAN UNION COUNTRIES欧盟国家科布-道格拉斯生产函数的加总问题研究
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deleteAgiakloglou, Christos; Pellas, Anargyros Panormitis
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LIQUIDITY COMPETITION BETWEEN BROKERS AND AN INFORMED TRADER经纪商与知情交易者之间的流动性竞争
deleteINTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE
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delete2025-12-01
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deleteDonnelly, Ryan; Li, Zi
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THE RECALIBRATION CONUNDRUM: HEDGING VALUATION ADJUSTMENT FOR CALLABLE CLAIMS再校准难题：可赎回债券的套期保值估值调整
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deleteBenezet, Cyril; Crepey, Stephane; Essaket, Dounia
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A LONG-MEMORY VERSION OF THE BERGOMI MODEL: PRICING AND CALIBRATION FOR AMERICAN PUT OPTIONBergomi 模型的一种长记忆版本：美式看跌期权的定价与校准
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deleteKarimi, Arezou; Mehrdoust, Farshid
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THE DYNAMICS OF PRIVATE EQUITY FUNDS WHEN DRAWDOWNS, PERFORMANCES AND DISTRIBUTIONS ARE CORRELATED私募股权基金的动态：当资金提取、业绩和分配相关时
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deletede Malherbe, Etienne
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THE NEGATIVE BASIS: BUY THE BOND OR SELL CREDIT DEFAULT SWAP PROTECTION?负基差：购买债券还是出售信用违约掉期保护？
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deleteKnecht, Niklas; Mai, Jan-Frederik
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EXISTENCE, UNIQUENESS AND POSITIVITY OF SOLUTIONS TO THE GUYON-LEKEUFACK PATH-DEPENDENT VOLATILITY MODEL WITH GENERAL KERNELSGuyon-Lekeufack路径依赖波动率模型下解的存在性、唯一性与正定性（含一般核函数）
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deleteAndres, Herve; Jourdain, Benjamin
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A THREE-MOMENT PORTFOLIO SELECTION MODEL: MULTIPLIERS AND DUALITY三阶矩资产组合选择模型：乘数与对偶性
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deleteMartins, Patricia Reis; da Silva, Patricia Nunes; Vasconcellos, Carlos Frederico
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