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Duration dependence and nonparametric heterogeneity : a Monte Carlo study
Baker, Michael
;
Melino, Angelo
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 357-393
Persistent link: https://www.econbiz.de/10001468781
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Pricing foreign currency options with stochastic volatility
Melino, Angelo
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 239-265
Persistent link: https://www.econbiz.de/10001332073
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