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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter; Ewald, Christian-Oliver; Xiao, Yajun - In: Finance research letters 5 (2008) 3, pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie; Gray, Philip K. - In: Finance research letters 2 (2005) 1, pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
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Temporal aggregation and risk-return relation
Jin, Xing; Wang, Leping; Yu, Jun - In: Finance research letters 4 (2007) 2, pp. 104-115
Persistent link: https://www.econbiz.de/10003477216
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Equity duration and convexity when firms can fail or stagnate
Shaffer, Sherrill - In: Finance research letters 4 (2007) 4, pp. 233-241
Persistent link: https://www.econbiz.de/10003702509
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A note on the predictability of excess bond returns and regime shifts
Zhu, Xiaoneng - In: Finance research letters 8 (2011) 2, pp. 101-109
Persistent link: https://www.econbiz.de/10009301292
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Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan; Hong, Yongmiao - In: Finance research letters 8 (2011) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10009301308
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A generalised arbitrage-free Nelson-Siegel model : the impact of unspanned stochastic volatility
Chen, Rui; Du, Ke - In: Finance research letters 10 (2013) 1, pp. 41-48
Persistent link: https://www.econbiz.de/10009728597
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Dividend sensitivity to economic factors, stock valuation, and long-run risk
Bergeron, Claude - In: Finance research letters 10 (2013) 4, pp. 184-195
Persistent link: https://www.econbiz.de/10010252342
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Long memory and the relation between options and stock prices
Huang, Teng-Ching; Tu, Yu-Chen; Chou, Heng-chih - In: Finance research letters 12 (2015), pp. 77-91
Persistent link: https://www.econbiz.de/10011552258
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Rational speculative bubbles in the US stock market and political cycles
Wang, Miao; Wong, M. C. Sunny - In: Finance research letters 13 (2015), pp. 1-9
Persistent link: https://www.econbiz.de/10011552305