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Dealer behaviour and price volatility in asset markets
Cripps, Martin - 1989
Persistent link: https://www.econbiz.de/10000782903
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Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard; Bollerslev, Tim; Redfearn, Michael R. - 1991
Persistent link: https://www.econbiz.de/10000823527
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Long swings in exchange rates : are they really in the data
Klaassen, Franc - 1999
Persistent link: https://www.econbiz.de/10000168295
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What's causing overreaction? : an experimental investigation of recency and the hot hand effect
Offerman, Theo; Sonnemans, Joep - 1997
Persistent link: https://www.econbiz.de/10000959688
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New evidence on price and volatility effects of stock option introductions
Kabir, Rezaul - 1997
Persistent link: https://www.econbiz.de/10000959703
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Index option pricing models with stochastic volatility and stochastic interest rates
Jiang, George J.; Sluis, Pieter J. van der - 2000
Persistent link: https://www.econbiz.de/10001473253
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Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald - 1996
Persistent link: https://www.econbiz.de/10000932649
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On the pricing of options in incomplete markets
Melenberg, Bertrand; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000932780
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Fickle investors : an impediment to growth?
Scott, Andrew; Uhlig, Harald - 1998
Persistent link: https://www.econbiz.de/10000998316
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Improving GARCH volatility forecasts
Klaassen, Franc - 1998
Persistent link: https://www.econbiz.de/10000986444