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Stochastic Volatility : Option...
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ECONIS (ZBW)
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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
Option prices under bayesian learning : implied
volatility
dynamics and predictive densities
Guidolin, Massimo
-
2001
Persistent link: https://www.econbiz.de/10013423607
Saved in:
3
Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul
;
Faure-Grimaud, Antoine
-
2000
Persistent link: https://www.econbiz.de/10001499414
Saved in:
4
Improving portfolio selection using option-implied
volatility
and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
Saved in:
5
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
Saved in:
6
Implied
volatility
functions : empirical tests
Dumas, Bernard
-
1996
Persistent link: https://www.econbiz.de/10013422413
Saved in:
7
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic
volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
-
2013
Persistent link: https://www.econbiz.de/10009724167
Saved in:
8
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
Saved in:
9
Dynamic consumption and portfolio choice with stochastic
volatility
in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
2005
Persistent link: https://www.econbiz.de/10002648034
Saved in:
10
Estimating dynamic equilibrium models with stochastic
volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009655189
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