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The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng; Tang, Ke - In: Journal of empirical finance 18 (2011) 2, pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
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American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars - In: Journal of empirical finance 18 (2011) 5, pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
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Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.; Herwartz, Helmut - In: Journal of empirical finance 8 (2001) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
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Bond and option prices with permanent shocks
Zoubi, Haitham al- - In: Journal of empirical finance 53 (2019), pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
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Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan; Zhang, Qian; Wang, Zerong; Wang, Qi - In: Journal of empirical finance 77 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
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Consumption risks in option returns
Yang, Shuwen; Aretz, Kevin; Liu, Hening; Zhang, Yuzhao - In: Journal of empirical finance 69 (2022), pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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Aggregate investor preferences and beliefs in stock market : a stochastic dominance analysis
Fang, Yi - In: Journal of empirical finance 19 (2012) 4, pp. 528-547
Persistent link: https://www.econbiz.de/10009615664
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Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang; Wu, Chongfeng; Wang, Yudong - In: Journal of empirical finance 50 (2019), pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
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Diversification benefits of commodities : a stochastic dominance efficiency approach
Daskalaki, Charoula; Skiadopoulos, George; Topaloglou, … - In: Journal of empirical finance 44 (2017), pp. 250-269
Persistent link: https://www.econbiz.de/10011818029