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Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter; Trevor, Rob - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
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Empirical performance of alternative option pricing models
Bakshi, Gurdip S. - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
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An empirical investigation of continuous-time equity return models
Andersen, Torben; Benzoni, Luca; Lund, Jesper - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
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Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús; Olmo, Jose - In: International economic review 55 (2014) 3, pp. 819-838
Persistent link: https://www.econbiz.de/10010423939
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US banking deregulation, small businesses, and interstate insurance of personal income
Demyanyk, Yuliya; Ostergaard, Charlotte; Sørensen, Bent E. - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 2763-2801
Persistent link: https://www.econbiz.de/10003593813
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Keeping people out : income distribution, zoning, and the quality of public education
Fernández, Raquel - In: International economic review 38 (1997) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10001215690
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Racial beliefs, location, and the causes of crime
Verdier, Thierry; Zenou, Yves - In: International economic review 45 (2004) 3, pp. 731-760
Persistent link: https://www.econbiz.de/10002186340
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Diversification as a public good : community effects in portfolio choice
DeMarzo, Peter M.; Kaniel, Ron; Kremer, Ilan - In: The journal of finance : the journal of the American … 59 (2004) 4, pp. 1677-1715
Persistent link: https://www.econbiz.de/10002190674
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Catchment areas, stratification, and access to better schools
Calsamiglia, Caterina; Miralles, Antonio - In: International economic review 64 (2023) 4, pp. 1469-1492
Persistent link: https://www.econbiz.de/10014436845
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Stock returns in mergers and acquisitions
Hackbarth, Dirk; Morellec, Erwan - In: The journal of finance : the journal of the American … 63 (2008) 3, pp. 1213-1252
Persistent link: https://www.econbiz.de/10003822274