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Implied volatility functions : empirical tests
Dumas, Bernard - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
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Tests of the CAPM with time-varying covariances : a multivariate GARCH approach
Ng, Lilian K. - In: The journal of finance : the journal of the American … 46 (1991) 4, pp. 1507-1521
Persistent link: https://www.econbiz.de/10001112556
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Testing the CAPM with time-varying risks and returns
Bodurtha, James N. - In: The journal of finance : the journal of the American … 46 (1991) 4, pp. 1485-1505
Persistent link: https://www.econbiz.de/10001112558
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Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Miller, Merton H. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
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Time variations and covariations in the expectation and volatility of stock market returns
Whitelaw, Robert F. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 515-541
Persistent link: https://www.econbiz.de/10001169032
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Expected returns, time-varying risk, and risk premia
Evans, Martin D. D. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 655-679
Persistent link: https://www.econbiz.de/10001169034
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On cointegration and exchange rate dynamics
Diebold, Francis X. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
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Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
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The role of ESOPs in takeover contests
Chaplinsky, Susan - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1451-1470
Persistent link: https://www.econbiz.de/10001171947
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Ratings, commercial paper, and equity returns
Nayar, Nandkumar - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1431-1449
Persistent link: https://www.econbiz.de/10001171953