Narrow search
Showing 1 - 10 of 325
Cover Image
Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
Honda, Tetsuhiro; Tamaki, Kenichiro; Shiohama, Takayuki - In: Finance research letters 7 (2010) 1, pp. 60-69
Persistent link: https://www.econbiz.de/10003972397
Cover Image
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl - In: Finance research letters 23 (2017), pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Cover Image
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in Australia
Karlsson, Sune; Österholm, Pär - In: Finance research letters 30 (2019), pp. 378-384
Persistent link: https://www.econbiz.de/10012420913
Cover Image
The relation between treasury yields and corporate bond yield spreads in Australia : evidence from VARs
Österholm, Pär - In: Finance research letters 24 (2018), pp. 186-192
Persistent link: https://www.econbiz.de/10011982568
Cover Image
Option pricing in a Garch model with tempered stable innovations
Mercuri, Lorenzo - In: Finance research letters 5 (2008) 3, pp. 172-182
Persistent link: https://www.econbiz.de/10003769904
Cover Image
Scale-consistent value-at-risk
Lehnert, Thorsten; Wolff, Christiaan Cornelis Petrus - In: Finance research letters 1 (2004) 2, pp. 127-134
Persistent link: https://www.econbiz.de/10003307269
Cover Image
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro; Manera, Matteo; McAleer, Michael - In: Finance research letters 3 (2006) 2, pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
Cover Image
Bivariate mixed normal GARCH models and out-of-sample hedge performances
Chung, Sang-kuck - In: Finance research letters 6 (2009) 3, pp. 130-137
Persistent link: https://www.econbiz.de/10003888006
Cover Image
On the use of the Box-Cox transformation on conditional variance models
Tsiotas, G. - In: Finance research letters 4 (2007) 1, pp. 28-32
Persistent link: https://www.econbiz.de/10003442052
Cover Image
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