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institution:"University of Hong Kong / School of Economics and Finance"
type_genre:"Non-commercial literature"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~subject:"CAPM"
~subject:"Freedom"
~subject:"Volatilität"
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1
On the cross of conditionally expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
Saved in:
2
Time-varying risk premia and the cross section of stock returns
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
Saved in:
3
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
4
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
5
Calendar cycles, infrequent decisions and the cross-section of stock returns
Jagannathan, Ravi
;
Takehara, Hitoshi
;
Wang, Yong
-
2007
Persistent link: https://www.econbiz.de/10003681335
Saved in:
6
Civil liberties, the unbundling of institutions and economic growth
Benyishay, Ariel
;
Betancourt, Roger R.
-
2007
Persistent link: https://www.econbiz.de/10003682784
Saved in:
7
Skewness and co-skewness in bond returns : job market paper
Chiang, I-hsuan Ethan
-
2007
Persistent link: https://www.econbiz.de/10003684142
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8
Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000978870
Saved in:
9
Educational imbalance, socio-economic inequality, political freedom and economic development
Graff, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997420
Saved in:
10
Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1997
Persistent link: https://www.econbiz.de/10013440872
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