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Dupont, Dominique Y.
Franses, Philip Hans
Fisher, Walter H.
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Stark, Oded
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Extracting risk-neutral probability distributions from option prices using trading volume as a filter
Dupont, Dominique Y.
-
2001
Persistent link: https://www.econbiz.de/10001608103
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2
Hedging barrier options : current methods and alternatives
Dupont, Dominique Y.
-
2001
Persistent link: https://www.econbiz.de/10001608104
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3
Effects of securities transaction taxes on depth and bid-ask spread
Dupont, Dominique Y.
;
Lee, Gabriel S.
-
2003
Persistent link: https://www.econbiz.de/10001766750
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4
On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans
;
Kunst, Robert M.
-
1995
Persistent link: https://www.econbiz.de/10000927035
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5
The endowment effect, status quo bias and loss aversion : rational alternative explanation
Dupont, Dominique Y.
;
Lee, Gabriel S.
-
2001
Persistent link: https://www.econbiz.de/10001583857
Saved in:
6
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
-
2010
Persistent link: https://www.econbiz.de/10008661365
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