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Warrant pricing : a review of empirical research
Veld, Chris H. - 1994
Persistent link: https://www.econbiz.de/10000888085
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Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000879810
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The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000953922
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Equilibrium asset pricing with time-varying pessimism
Sbuelz, Alessandro (contributor); Trojani, Fabio (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718112
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Time-varying market integration and expected returns in emerging markets
Jong, Frank de (contributor); Roon, Frans de (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001623216
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1998
Persistent link: https://www.econbiz.de/10000978825
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Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de; Driessen, Joost; Pelsser, Antoon André Jean - 2000
Persistent link: https://www.econbiz.de/10001473517
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Non-linear asset valuation on markets with frictions
De Waegenaere, Anja; Kast, Robert; Lapied, André - 1996
Persistent link: https://www.econbiz.de/10000951709
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Testing for mean-variance spanning : a survey
Roon, Frans de; Nijman, Theodore E. - 1998
Persistent link: https://www.econbiz.de/10000997542
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Preferences, consumption smoothing, and risk premia
Lettau, Martin; Uhlig, Harald - 1997
Persistent link: https://www.econbiz.de/10000965295