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Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph - In: The European journal of finance 3 (1997) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
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Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad - In: The European journal of finance 3 (1997) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001219148
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Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?
Faria, Gonçalo; Correira-da-Silva, João - In: The European journal of finance 22 (2016) 7/9, pp. 601-626
Persistent link: https://www.econbiz.de/10011619083
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Information in the term structure of yield curve volatility
Cieślak, Anna; Povala, Pavol - In: The journal of finance : the journal of the American … 71 (2016) 3, pp. 1393-1436
Persistent link: https://www.econbiz.de/10011613566
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A model of financialization of commodities
Başak, Suleyman; Pavlova, Anna - In: The journal of finance : the journal of the American … 71 (2016) 4, pp. 1511-1555
Persistent link: https://www.econbiz.de/10011588922
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Regime-switching models for exchange rates
Panopulu, Aikaterinē; Pantelidis, Theologos - In: The European journal of finance 21 (2015) 10/12, pp. 1023-1069
Persistent link: https://www.econbiz.de/10011301934
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Non-homogeneous volatility correlations in the bivariate multifractal model
Liu, Ruipeng; Lux, Thomas - In: The European journal of finance 21 (2015) 10/12, pp. 971-991
Persistent link: https://www.econbiz.de/10011301954
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Why does return predictability concentrate in bad times?
Cujean, Julien; Hasler, Michael - In: The journal of finance : the journal of the American … 72 (2017) 6, pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
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The cyclical behaviour of commodities
Pereira, Marcelo; Ramos, Sofia B.; Dias, José G. - In: The European journal of finance 23 (2017) 10/12, pp. 1107-1128
Persistent link: https://www.econbiz.de/10011741466
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Consumption volatility risk
Boguth, Oliver; Kuehn, Lars-Alexander - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2589-2615
Persistent link: https://www.econbiz.de/10010237378