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Estimating the volatility of stock prices : a comparison of methods that use high and low prices
Rogers, Leonard C. G. - In: Applied financial economics 4 (1994) 3, pp. 241-247
Persistent link: https://www.econbiz.de/10001164929
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A bias-adjusted Black and Scholes option pricing model
Ncube, Mthuli - In: Applied financial economics 5 (1995) 2, pp. 51-60
Persistent link: https://www.econbiz.de/10001181325
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Calculating the misspecification in beta from using a proxy for the market portfolio
Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 12 (2002) 11, pp. 771-781
Persistent link: https://www.econbiz.de/10001711916
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Does the behaviour of the asset tell us anything about the option price formula? : A cautionary tale
Rogers, Leonard C. G.; Satchell, Stephen - In: Applied financial economics 10 (2000) 1, pp. 37-39
Persistent link: https://www.econbiz.de/10001525779
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GARCH model with cross-sectional volatility : GARCHX models
Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 15 (2005) 3, pp. 203-216
Persistent link: https://www.econbiz.de/10002598953
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The disappearance of style in the US equity market
Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 17 (2007) 7/9, pp. 597-613
Persistent link: https://www.econbiz.de/10003491204