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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter; Ewald, Christian-Oliver; Xiao, Yajun - In: Finance research letters 5 (2008) 3, pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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The econometrics of financial time series
McAleer, Michael; Oxley, Les - In: Contributions to financial econometrics : theoretical …, (pp. 1-7). 2003
Persistent link: https://www.econbiz.de/10001932648
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Recent theoretical results for time series models with GARCH errors
Li, Wai Keung; Ling, Shiqing; McAleer, Michael - In: Contributions to financial econometrics : theoretical …, (pp. 9-33). 2003
Persistent link: https://www.econbiz.de/10001932650
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The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin; McAleer, Michael - In: Finance research letters 28 (2019), pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
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Optimal rates from eigenvalues
Carr, Peter; Worah, Pratik - In: Finance research letters 16 (2016), pp. 230-238
Persistent link: https://www.econbiz.de/10011656191