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The role of stochastic volatility and return jumps : reproducing volatility and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon; Baek, In-Seok; Noh, Jaesun; Kim, Sol - In: Review of quantitative finance and accounting 29 (2007) 1, pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
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Private equity managers' fees : estimation and sensitivity analysis using Monte Carlo simulation
Najar, Dorra - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 239-263
Persistent link: https://www.econbiz.de/10011796614
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Bootstrap tests for multivariate event studies
Chou, Pin-huang - In: Review of quantitative finance and accounting 23 (2004) 3, pp. 275-290
Persistent link: https://www.econbiz.de/10002418441
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The profitability of interest arbitrage when the base currency is pegged to a basket
Moosa, Imad A. - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 267-281
Persistent link: https://www.econbiz.de/10009301288
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A comparative study of two models SV with MCMC algorithm
Hachicha, Ahmed; Hachicha, Fatma; Masmoudi, Afif - In: Review of quantitative finance and accounting 38 (2012) 4, pp. 479-493
Persistent link: https://www.econbiz.de/10009574060
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Density estimation through quasi-analytic Monte-Carlo simulation : options arbitrage with transactions costs
Chidambaran, Nemmara - In: Review of quantitative finance and accounting 28 (2007) 1, pp. 101-122
Persistent link: https://www.econbiz.de/10003410833
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Valuation and incentive effects of hurdle rate executive stock options
Cheung, Joe; Corrado, Charles Joseph - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 269-285
Persistent link: https://www.econbiz.de/10003846979
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R-2GAM stochastic volatility model : flexibility and calibration
Lee, Cheng F.; Sokolinskiy, Oleg - In: Review of quantitative finance and accounting 45 (2015) 3, pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
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The effect of stochastic interest rates on a firm's capital structure under a generalized model
Chang, Chuang-chang; Lin, Jun-Biao; Yang, Chun-Chieh - In: Review of quantitative finance and accounting 45 (2015) 4, pp. 695-719
Persistent link: https://www.econbiz.de/10011532102
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Some characteristics of an equity security next-year impairment
Azzaz, Julien; Loisel, Stéphane; Thérond, Pierre-E. - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 111-135
Persistent link: https://www.econbiz.de/10011333134