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Is the currency risk priced in equity markets?
Giurda, Francesco (contributor); Tzavalis, Elias (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
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Detection of structural breaks in linear dynamic panel data models
Wachter, Stefan de (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920683
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Pricing American options under stochastic volatility : a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias (contributor); Wang, Shi-jun (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455
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A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models
Meligkotsidou, Loukia (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153105