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Optimal risk adoption : a real options approach
Alvarez, Luis H. R.; Stenbacka, Rune - In: Economic theory : official journal of the Society for … 23 (2004) 1, pp. 123-147
Persistent link: https://www.econbiz.de/10001833136
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Commercial policy variability, bindings and market access
Francois, Joseph F. - 2002
Persistent link: https://www.econbiz.de/10013423884
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Exchange rate volatility and labour markets in the CEE countries
Belke, Ansgar; Kaas, Leo; Setzer, Ralph - 2004
Persistent link: https://www.econbiz.de/10002598996
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Time-varying volatility estimates in option pricing : can superior estimates be obtained?
Brailsford, Timothy J.; Oliver, Barry R. - 1993 - 1. draft
Persistent link: https://www.econbiz.de/10000889671
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Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P. - 1988
Persistent link: https://www.econbiz.de/10000747918
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Volatility clustering and volatility transmission : a non-parametric view of erm exchange rates
Artis, Michael J.; Zhang, Wenda - 1997
Persistent link: https://www.econbiz.de/10000624960
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Endogenous market thinness and stock price volatility
Pagano, Marco - 1986
Persistent link: https://www.econbiz.de/10000705299
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Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine; Mancini, Loriano - In: Journal of econometrics 147 (2008) 1, pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
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Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel; Gao, Jiti - In: Journal of econometrics 147 (2008) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
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A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 147 (2008) 1, pp. 104-119
Persistent link: https://www.econbiz.de/10003783790