1)
- DOI:
http://dx.doi.org/10.1016/j.jbankfin.2007.05.019
Journal of Banking & Finance
Marcello Minenna, Paolo Verzella
Volume 32, Issue 10, October 2008, Pages 2064-2075
2)
- DOI:
http://dx.doi.org/10.1016/j.frl.2008.11.002
Volume 6, Issue 1, March 2009, Pages 47-53
Analysis of ultra-high-frequency financial data using advanced Fourier transforms
Iacopo Giampaolia, Wing Lon Ng, Nick Constantinoua.
3)
- DOI:
http://dx.doi.org/10.1016/j.insmatheco.2010.01.004
Optimal design of profit sharing rates by FFT
Donatien Hainaut.
4)
- DOI:
http://dx.doi.org/10.1016/S0304-4076(01)00081-1
Volume 104, Issue 2, September 2001, Pages 269-288
Generalized spectral estimation of the consumption-based asset pricing model
Jeremy Berkowitz
5)
- DOI:
http://dx.doi.org/10.1016/j.ejor.2004.09.044
Volume 172, Issue 1, 1 July 2006, Pages 146-162
An exploratory study to identify rogue seasonality in a steel company’s supply network using spectral principal component analysis
Nina F. Thornhilla and Mohamed M. Naimb,
6)
- DOI:
http://dx.doi.org/10.1016/j.jbankfin.2007.12.024
Volume 32, Issue 10, October 2008, Pages 2033-2045
Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets
Gianluca Fusaia, Marina Marenac and Andrea Roncoronid
7)
- DOI:
http://dx.doi.org/10.1016/S0304-4076(00)00052-X
Volume 100, Issue 1, January 2001, Pages 41-51
Financial econometrics: Past developments and future challenges
Tim Bollerslev
- DOI:
http://dx.doi.org/10.1016/j.jbankfin.2004.08.004
Volume 29, Issue 4, April 2005, Pages 827-851
Risk Measurement
Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
T. Di Matteoa, T. Asteb and Michel M. Dacorognac
