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Cointegration and common trends on the West German labour market
Carstensen, Kai; Hansen, Gerd - In: Empirical economics : a journal of the Institute for … 25 (2000) 3, pp. 475-493
Persistent link: https://www.econbiz.de/10001502476
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The role of credit constraints and government subsidies in farmland valuations in the US : an options pricing model approach
Mishra, Ashok K.; Moss, Charles B.; Erickson, Kenneth W. - In: Empirical economics : a journal of the Institute for … 34 (2008) 2, pp. 285-297
Persistent link: https://www.econbiz.de/10003674879
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The information content of the volatility index options trading volume
Gu, Chen; Guo, Xu; Kurov, Alexander; Stan, Raluca - In: The journal of futures markets 42 (2022) 9, pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
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An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph - In: The journal of futures markets 18 (1998) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
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Jump tail risk premium and predicting US and Japanese credit spreads
Ubukata, Masato - In: Empirical economics : a journal of the Institute for … 57 (2019) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10012052257
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The profitability of volatility spread trading on ASX equity options
Do, Binh; Foster, Anthony; Gray, Philip K. - In: The journal of futures markets 36 (2016) 2, pp. 107-126
Persistent link: https://www.econbiz.de/10011568018
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Pricing vulnerable options with jump clustering
Ma, Yong; Shrestha, Keshab; Xu, Weidong - In: The journal of futures markets 37 (2017) 12, pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
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The information content of implied volatility in agricultural commodity markets
Giot, Pierre - In: The journal of futures markets 23 (2002) 5, pp. 441-454
Persistent link: https://www.econbiz.de/10001769698
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Pricing American options with stochastic volatility : evidence from S&P 500 futures options
Lim, Kian-Guan; Guo, Xiaoqiang - In: The journal of futures markets 20 (2000) 7, pp. 625-659
Persistent link: https://www.econbiz.de/10001523740
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Pricing FTSE 100 index options under stochastic volatility
Lin, Yueh-neng; Strong, Norman; Xu, Xinzhong - In: The journal of futures markets 21 (2001) 3, pp. 197-211
Persistent link: https://www.econbiz.de/10001556705