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Loss functions in option valuation : a framework for model selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - 2005
Persistent link: https://www.econbiz.de/10002754751
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Volatile income shares in Switzerland? : reassessing the evolution between 1981 and 2009
Foellmi, Reto; Martinez, Isabel Z. - 2014
Persistent link: https://www.econbiz.de/10010381942
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Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena; Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010440191
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan; Petersen, Annelie; Vette, Nander de - 2018
Persistent link: https://www.econbiz.de/10012109721
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - 2010
Persistent link: https://www.econbiz.de/10003948899
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Implied volatility functions : empirical tests
Dumas, Bernard - 1996
Persistent link: https://www.econbiz.de/10013422413
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Expected skewness and momentum
Regele, Tobias Ulrich Joachim; Weber, Martin - 2016
Persistent link: https://www.econbiz.de/10011544454
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The tail that wags the economy : belief-driven business cycles and persistent stagnation
Kozlowski, Julian; Veldkamp, Laura; Venkateswaran, Venky - 2016
Persistent link: https://www.econbiz.de/10011522071
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Welfare and trade without pareto
Head, Keith; Mayer, Thierry; Thoenig, Mathias - 2014
Persistent link: https://www.econbiz.de/10010341222