Narrow search
Showing 1 - 10 of 123
Cover Image
A Bayesian analysis of return dynamics with Lévy jumps
Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2008) 5, pp. 2345-2378
Persistent link: https://www.econbiz.de/10003765224
Cover Image
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Cover Image
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - In: The review of financial studies 18 (2005) 4, pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Cover Image
Fixed versus flexible : lessons from EMS order flow
Killeen, William P.; Lyons, Richard K.; Moore, Michael J. - In: Journal of international money and finance 25 (2006) 4, pp. 551-579
Persistent link: https://www.econbiz.de/10003336482
Cover Image
The effectiveness of central bank intervention in the EMS : the post 1993 experience
Brandner, Peter; Grech, Harald; Stix, Helmut - In: Journal of international money and finance 25 (2006) 4, pp. 580-597
Persistent link: https://www.econbiz.de/10003336483
Cover Image
Information quality and options
Vanden, Joel M. - In: The review of financial studies 21 (2008) 6, pp. 2635-2676
Persistent link: https://www.econbiz.de/10003805104
Cover Image
The effect of introducing a non-redundant derivative on the volatility of stock-market returns when agents differ in risk aversion
Bhamra, Harjoat Singh; Uppal, Raman - In: The review of financial studies 22 (2009) 6, pp. 2303-2330
Persistent link: https://www.econbiz.de/10003866729
Cover Image
Optimal filtering of jump diffusions : extracting latent states from asset prices
Johannes, Michael S.; Polson, Nicholas G.; Stroud, … - In: The review of financial studies 22 (2009) 7, pp. 2759-2799
Persistent link: https://www.econbiz.de/10003866870
Cover Image
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - In: The review of financial studies 22 (2009) 9, pp. 3491-3530
Persistent link: https://www.econbiz.de/10003885717
Cover Image
A general stochastic volatility model for the pricing of interest rate derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2009) 5, pp. 2007-2057
Persistent link: https://www.econbiz.de/10003886038