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1
Loss functions in option valuation : a framework for model selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
-
2005
Persistent link: https://www.econbiz.de/10002754751
Saved in:
2
Dynamic
hedging
in incomplete markets : a simple solution
Başak, Suleyman
;
Chabakauri, Georgy
-
2011
Persistent link: https://www.econbiz.de/10009155906
Saved in:
3
Macroeconomics and
volatility
: data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008807851
Saved in:
4
Factor analysis with large panels
volatility
proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
5
Macro-
hedging
for commodity exporters
Borensztein, Eduardo
;
Jeanne, Olivier
;
Sandri, Damiano
-
2009
Persistent link: https://www.econbiz.de/10003912031
Saved in:
6
An intertemporal CAPM with stochastic
volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2015
Persistent link: https://www.econbiz.de/10011300980
Saved in:
7
Volatility
risk premia and exchange rate predictability?
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
-
2013
Persistent link: https://www.econbiz.de/10009786213
Saved in:
8
Option prices under bayesian learning : implied
volatility
dynamics and predictive densities
Guidolin, Massimo
-
2001
Persistent link: https://www.econbiz.de/10013423607
Saved in:
9
Temporal aggregation bias in stock-flow models
Burdett, Kenneth
;
Coles, Melvyn Glyn
;
Ours, Jan C. van
-
1994
Persistent link: https://www.econbiz.de/10000887465
Saved in:
10
Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency
Wickens, Michael R.
;
Thomas, Stephen
-
1989
Persistent link: https://www.econbiz.de/10000779308
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