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Volatility puzzle : long memory or antipersistency
Shi, Shuping; Yu, Jun - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 3861-3883
Persistent link: https://www.econbiz.de/10014338293
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The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.; Heston, Steven L.; Jacobs, Kris - In: Management science : journal of the Institute for … 55 (2009) 12, pp. 1914-1932
Persistent link: https://www.econbiz.de/10003928488
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Jumps in high-frequency data : spurious detections, dynamics, and news
Bajgrowicz, Pierre; Scaillet, Olivier; Treccani, Adrien - In: Management science : journal of the Institute for … 62 (2016) 8, pp. 2198-2217
Persistent link: https://www.econbiz.de/10011539496
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Asset-pricing implications of dividend volatility
Li, Yan; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 9, pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838
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Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott; Le, Anh - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
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Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
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Speculative investors and transactions tax : evidence from the housing market
Fu, Yuming; Qian, Wenlan; Yeung, Bernard - In: Management science : journal of the Institute for … 62 (2016) 11, pp. 3254-3270
Persistent link: https://www.econbiz.de/10011617110
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A model for predicting frequencies of random events
Rosenfield, Donald - In: Management science : journal of the Institute for … 33 (1987) 8, pp. 947-954
Persistent link: https://www.econbiz.de/10001045648
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Density forecasting of intraday call center arrivals using models based on exponential smoothing
Taylor, James W. - In: Management science : journal of the Institute for … 58 (2012) 3, pp. 534-549
Persistent link: https://www.econbiz.de/10009525268
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An empirical investigation of dynamic ordering policies
Larson, Chad R.; Turcic, Danko; Zhang, Fuqiang - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2118-2138
Persistent link: https://www.econbiz.de/10011372447