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isPartOf:"Journal of econometrics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"KIER Working Papers"
~person:"Gouriéroux, Christian"
~person:"McAleer, Michael"
~subject:"Derivat"
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Gouriéroux, Christian
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Journal of econometrics
Econometric Institute research papers
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346289
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2
Risk management and financial derivatives: an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009619552
Saved in:
3
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
4
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
5
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
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