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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~language:"ita"
~language:"lit"
~person:"Whaley, Robert E."
~subject:"Theory"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Hedge fund risk dynamics : implications for performance appraisal
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
64
(
2009
)
2
,
pp. 985-1035
Persistent link: https://www.econbiz.de/10003828418
Saved in:
2
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
3
Assessing goodness-of-fit of asset pricing models : the distribution of the maximal R2
Foster, F. Douglas
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 591-607
Persistent link: https://www.econbiz.de/10001222441
Saved in:
4
Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Miller, Merton H.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
Saved in:
5
Intraday price change and trading volume relations in the stock and stock option markets
Stephan, Jens A.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 191-220
Persistent link: https://www.econbiz.de/10001084197
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