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Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier; Santa-Clara, Pedro; Wolf, Michael - In: The review of economics and statistics 85 (2003) 3, pp. 735-747
Persistent link: https://www.econbiz.de/10001791792
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Crashes, volatility, and the equity premium : lessons from S&P 500 options
Santa-Clara, Pedro; Yan, Shu - In: The review of economics and statistics 92 (2010) 2, pp. 435-451
Persistent link: https://www.econbiz.de/10008737706
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Hedging demands in hedging contingent claims
Brandt, Michael W. - In: The review of economics and statistics 85 (2003) 1, pp. 119-140
Persistent link: https://www.econbiz.de/10001739939
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Flexible Multivariate GARCH Modeling with an Application to International Stock Markets
Ledoit, Olivier; Santa-Clara, Pedro; Wolf, Michael - In: The review of economics and statistics 85 (2003) 3, pp. 735-747
Persistent link: https://www.econbiz.de/10006369256
Cover Image
Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options
Santa-Clara, Pedro; Yan, Shu - In: The review of economics and statistics 92 (2010) 2, pp. 435-452
Persistent link: https://www.econbiz.de/10008404492
Cover Image
HEDGING DEMANDS IN HEDGING CONTINGENT CLAIMS
Brandt, Michael W. - In: The review of economics and statistics 85 (2003) 1, pp. 119-140
Persistent link: https://www.econbiz.de/10006371718