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Simulation-based pricing of convertible bonds
Ammann, Manuel; Kind, Axel; Wilde, Christian - In: Journal of empirical finance 15 (2008) 2, pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
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Testing for spurious causality in exchange rates
Renault, Eric - In: Journal of empirical finance 5 (1998) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10001241969
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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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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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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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Earnings announcements and option returns
Chung, Sung Gon; Louis, Henock - In: Journal of empirical finance 40 (2017), pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
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Option price implied information and REIT returns
Cao, Jie; Han, Bing; Song, Linjia; Zhan, Xintong - In: Journal of empirical finance 71 (2023), pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
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Coreversal : the booms and busts of arbitrage activities in China
Liu, Xin; Qiu, Zhigang; Shen, Luyao; Zheng, Weinan - In: Journal of empirical finance 71 (2023), pp. 51-65
Persistent link: https://www.econbiz.de/10014293029
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Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation
Tse, Yiu Kuen; Dong, Yingjie - In: Journal of empirical finance 28 (2014), pp. 352-361
Persistent link: https://www.econbiz.de/10011285621
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Level shifts in stock returns driven by large shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of empirical finance 29 (2014), pp. 41-51
Persistent link: https://www.econbiz.de/10011300506