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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
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Predictable dynamics in the S&P 500 index options implied volatility surface
Gonçalves, Silva (contributor);  … - 2005
Dumas et al. (1998). In the second-stage we model the dynamics of the cross-sectional first-stage implied volatility surface …
Persistent link: https://www.econbiz.de/10002977383
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A flexible finite-horizon identification of technology shocks
Francis, Neville (contributor);  … - 2005 - Rev
Persistent link: https://www.econbiz.de/10003172790
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Cities, skills, and inequality
Wheeler, Christopher H. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002496999
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The use of long-run restrictions for the identification of technology shocks
Francis, Neville (contributor);  … - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
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Robust nonparametric estimation of efficiency and technical change in U.S. commercial banking
Wheelock, David C. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986765
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Whereś the beef? : the trivial dynamics of real business cycle models
Wen, Yi (contributor) - 2005
Persistent link: https://www.econbiz.de/10003342431
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What explains the varying monetary response to technology shocks in G-7 countries?
Francis, Neville (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001987095
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What happens when the technology growth trend changes? : Transition dynamics, capital growth and the new economy
Pakko, Michael Robert (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965032