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ECONIS (ZBW)
619
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1
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619
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1
The predictability of futures returns : rational variation in required returns or market inefficiency?
Miffre, Joëlle
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 715-724
Persistent link: https://www.econbiz.de/10001702510
Saved in:
2
Evidence on the issuer effect in warrant overpricing
Loudon, Geoffrey F.
;
Nguyen, Kien T.
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 223-232
Persistent link: https://www.econbiz.de/10003291881
Saved in:
3
Pricing generalized capped exchange options
Wang, Chou-Wen
;
Liao, Szu-Lang
;
Wu, Ting-Yi
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 765-776
Persistent link: https://www.econbiz.de/10003739384
Saved in:
4
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
Saved in:
5
Empirical performance of affine option pricing models : evidence from the Australian index options market
Sharp, Timothy
;
Li, Steven
;
Allen, David E.
- In:
Applied financial economics
20
(
2010
)
4/6
,
pp. 501-514
estimation
of the risk neutral parameters of affine option pricing models using S&P/ASX 200 index options data between January …
Persistent link: https://www.econbiz.de/10003963448
Saved in:
6
Implied volatility smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
Saved in:
7
Calibrated GARCH models and exotic options
Kanniainen, Juho
;
Halme, Tero
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 403-414
Persistent link: https://www.econbiz.de/10009718911
Saved in:
8
Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
Saved in:
9
Pricing futures options with basis risk : evidence from S&P 500 futures options
Wang, Chou-wen
;
Wu, Ting-yi
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1561-1567
Persistent link: https://www.econbiz.de/10003799965
Saved in:
10
An examination of the Oslo Stock Exchange options market
Berg, Egil
- In:
Applied financial economics
6
(
1996
)
2
,
pp. 103-113
Persistent link: https://www.econbiz.de/10001198681
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