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ECONIS (ZBW)
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4041
Binomial valuation of lookback options
Babbs, Simon H.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1499-1525
Persistent link: https://www.econbiz.de/10001508727
Saved in:
4042
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 291-315
Persistent link: https://www.econbiz.de/10001511972
Saved in:
4043
Recovering risk aversion from option prices and realized returns
Jackwerth, Jens Carsten
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 433-451
Persistent link: https://www.econbiz.de/10001485513
Saved in:
4044
Portfolio management with stable distributions
Račev, Svetlozar T.
;
Han, Seonkoo
- In:
Mathematical methods of operations research
51
(
2000
)
2
,
pp. 341-352
Persistent link: https://www.econbiz.de/10001488325
Saved in:
4045
Good news and bad news : search from unknown wage offer distributions
Cox, James C.
;
Oaxaca, Ronald L.
- In:
Experimental economics : a journal of the Economic …
2
(
2000
)
3
,
pp. 197-225
Persistent link: https://www.econbiz.de/10001493254
Saved in:
4046
Exploring the economic rationale of extremes in GARCH generated betas : the case of US banks
McKenzie, Michael D.
(
contributor
)
- In:
The quarterly review of economics and finance : journal …
40
(
2000
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10001494511
Saved in:
4047
Estimating the density of unemployment duration based on contaminated samples or small samples
Ryu, Hang-keun
;
Slottje, Daniel Jonathan
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 131-156
Persistent link: https://www.econbiz.de/10001432558
Saved in:
4048
Non-parametric and semi-parametric techniques for modeling and simulating correlated, non-normal price and yield distributions : applications to risk analysis in Kansas agriculture
Featherstone, Allen M.
;
Kastens, Terry L.
- In:
Journal of agricultural and applied economics
32
(
2000
)
2
,
pp. 267-281
Persistent link: https://www.econbiz.de/10001523278
Saved in:
4049
Parametric modeling and simulation of joint price-production distributions under non-normality : autocorrelation and heteroscedasticity : a tool for assessing risk in agriculture
Ramírez, Octavio A.
- In:
Journal of agricultural and applied economics
32
(
2000
)
2
,
pp. 283-297
Persistent link: https://www.econbiz.de/10001523279
Saved in:
4050
An applied procedure for estimating and simulating multivariate empirical (MVE) probability distributions in farm-level risk assessment and policy analysis
Richardson, James W.
;
Klose, Steven L.
;
Gray, Allan W.
- In:
Journal of agricultural and applied economics
32
(
2000
)
2
,
pp. 299-315
Persistent link: https://www.econbiz.de/10001523282
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