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Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi; Chen, Son-nan; Lin, Shih-kuei - In: The European journal of finance 22 (2016) 10/12, pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
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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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Public information arrival and volatility persistence in financial markets
Janssen, Gust - In: The European journal of finance 10 (2004) 3, pp. 177-197
Persistent link: https://www.econbiz.de/10002093898
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A family of humped volatility models
Mercurio, Fabio; Moraleda Novo, Juan Manuel - In: The European journal of finance 7 (2001) 2, pp. 93-116
Persistent link: https://www.econbiz.de/10001603191
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Estimation of global systematic risk for securities listed in multiple markets
Ghai, Gauri L. (contributor) - In: The European journal of finance 7 (2001) 2, pp. 117-130
Persistent link: https://www.econbiz.de/10001603194
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Trading frequency and the efficiency of price discovery in a non-dealer market
Hauser, Shmuel; Levy, Azriel; Yaari, Uzi - In: The European journal of finance 7 (2001) 3, pp. 187-197
Persistent link: https://www.econbiz.de/10001603500
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Implied volatility surfaces : uncovering regularities for options on financial futures
Tompkins, Robert G. - In: The European journal of finance 7 (2001) 3, pp. 198-230
Persistent link: https://www.econbiz.de/10001603501
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Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek; Brooks, Robert; Malhotra, Davinder Kumar - In: The European journal of finance 7 (2001) 3, pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
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Is the covariance of international stock market returns regime dependent?
Jochum, Christian - In: The European journal of finance 7 (2001) 3, pp. 247-268
Persistent link: https://www.econbiz.de/10001603505
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger; Mittnik, Stefan - In: The European journal of finance 8 (2002) 3, pp. 302-321
Persistent link: https://www.econbiz.de/10001704471