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Fractional non-diversifiable risk and stock market returns
Park, Keehwan; Fang, Zhongzheng - In: Applied economics 53 (2021) 5, pp. 575-594
Persistent link: https://www.econbiz.de/10012416076
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The planting real option in cash rent valuation
Du, Xiaodong; Hennessy, David A. - In: Applied economics 44 (2012) 4/6, pp. 765-776
Persistent link: https://www.econbiz.de/10009532031
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Capturing all the information in foreign currency option prices : solving for one versus two implied variables
Pedersen, William R. - In: Applied economics 30 (1998) 12, pp. 1679-1683
Persistent link: https://www.econbiz.de/10001364219
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The portable guarantee to exchange back an old defined benefit for a new defined contribution (DC) pension plan
Chen, Chao-liang - In: Applied economics 38 (2006) 6, pp. 699-706
Persistent link: https://www.econbiz.de/10003320385
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What explains long memory in futures price volatility?
Power, G. J.; Turvey, Calum Greig - In: Applied economics 43 (2011) 22/24, pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
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The limitation of monotonicity property of option prices : an empirical evidence
Lin, Chuang Yuang; Chen, Dar-hsin; Tsai, Chin Yu - In: Applied economics 43 (2011) 22/24, pp. 3103-3113
Persistent link: https://www.econbiz.de/10009357414
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Estimating value-at-risk under a Heath-Jarrow-Morton framework with jump
Ze-To, Samuel Yau Man - In: Applied economics 44 (2012) 19/21, pp. 2729-2741
Persistent link: https://www.econbiz.de/10009546636
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Estimating sensitivities of temperature-based weather derivatives
Yuan, Wei; Göncu, Ahmet; Ökten, Giray - In: Applied economics 47 (2015) 19/21, pp. 1942-1955
Persistent link: https://www.econbiz.de/10010513460
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Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik; Han, Chulwoo - In: Applied economics 47 (2015) 22/24, pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
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Linearized Hamiltonian of the LIBOR market model : analytical and empirical results
Tang, Pan; Baaquie, Belal E.; Du, Xin; Zhang, Ying - In: Applied economics 48 (2016) 10/12, pp. 878-891
Persistent link: https://www.econbiz.de/10011432758