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International capital standards, bank portfolios and bank stock risk
Mohanty, Sunil; Song, Frank M. - In: Applied financial economics 12 (2002) 7, pp. 527-534
Persistent link: https://www.econbiz.de/10001676740
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Investigating asymmetry in US stock market indexes : evidence from a stochastic volatility model
Cappuccio, Nunzio; Lubian, Diego; Raggi, Davide - In: Applied financial economics 16 (2006) 6, pp. 479-490
Persistent link: https://www.econbiz.de/10003335022
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Is the risk-return relation positive? : Further evidence from a stochastic volatility in mean approach
Loudon, Geoffrey F. - In: Applied financial economics 16 (2006) 13, pp. 981-992
Persistent link: https://www.econbiz.de/10003377852
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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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Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan - In: Applied financial economics 17 (2007) 10/12, pp. 887-900
Persistent link: https://www.econbiz.de/10003538047
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Forecasting accuracy of stochastic volatility, GARCH and EWMA models under different volatility scenarios
Ding, Jie; Meade, Nigel - In: Applied financial economics 20 (2010) 10/12, pp. 771-783
Persistent link: https://www.econbiz.de/10009009838
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Recovering the moments of information flow and the normality of asset returns
Murphy, Anthony; Izzeldin, Marwan - In: Applied financial economics 20 (2010) 10/12, pp. 761-769
Persistent link: https://www.econbiz.de/10009009840
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General asymmetric stochastic volatility models using range data : estimation and empirical evidence from emerging equity markets
Asai, Manabu; Unite, Angelo A. - In: Applied financial economics 20 (2010) 13/15, pp. 1041-1049
Persistent link: https://www.econbiz.de/10009010308
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Volatility forecasting in emerging markets with application of stochastic volatility model
Huang, Alex - In: Applied financial economics 21 (2011) 7/9, pp. 665-681
Persistent link: https://www.econbiz.de/10009153213
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Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco - In: Applied financial economics 21 (2011) 7/9, pp. 463-467
Persistent link: https://www.econbiz.de/10009153287