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Spanning tests for options using principal components methods
Hansen, Charlotte S.; Tuypens, Bjorn E. - In: Applied financial economics 17 (2007) 7/9, pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
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Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc - In: Applied financial economics 7 (1997) 4, pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
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Deterministic versus stochastic volatility : implications for option pricing models
Brockman, Paul - In: Applied financial economics 7 (1997) 5, pp. 498-505
Persistent link: https://www.econbiz.de/10001229837
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The effect of volatility estimates in the valuation of underwritten rights issues
Chan, Howard Wei-hong - In: Applied financial economics 7 (1997) 5, pp. 473-480
Persistent link: https://www.econbiz.de/10001229841
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Changing-regime volatility : a fractionally integrated SETAR model
Dufrénot, Gilles; Guégan, Dominique; … - In: Applied financial economics 18 (2008) 7/9, pp. 519-526
Persistent link: https://www.econbiz.de/10003739214
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Volatility estimators based on daily price ranges versus the realized range
Todorova, Neda - In: Applied financial economics 22 (2012) 1/3, pp. 215-229
Persistent link: https://www.econbiz.de/10009419556
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Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam - In: Applied financial economics 21 (2011) 22/24, pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
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Empirical tests of short-term interest rate models : a nonparametric approach
Niizeki, Mikiyo Kii - In: Applied financial economics 8 (1998) 4, pp. 347-352
Persistent link: https://www.econbiz.de/10001363502
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The impact of hedging with derivative instruments on reported earnings volatility
Beneda, Nancy - In: Applied financial economics 23 (2013) 1/3, pp. 165-179
Persistent link: https://www.econbiz.de/10009719015
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On the pricing of GDP-linked financial products
Kruse, Susanne; Meitner, Matthias; Schröder, Michael - In: Applied financial economics 15 (2005) 16, pp. 1125-1133
Persistent link: https://www.econbiz.de/10003213491