Issue 1/2018
Content (4 Articles)
A multivariate stochastic volatility model with applications in the foreign exchange market
Marcos Escobar, Christoph Gschnaidtner
Did crisis alter trading of two major oil futures markets?
Iman Adeinat, Naseem Al Rahahleh, Peihwang Wei
Tempered stable structural model in pricing credit spread and credit default swap
Sung Ik Kim, Young Shin Kim