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1
Initial margin policy and stochastic volatility in the crude oil futures market
Day, Theodore E.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 303-332
Persistent link: https://www.econbiz.de/10001220634
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2
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
3
A closed-form GARCH option valuation model
Heston, Steven L.
;
Nandi, Saikat
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 585-625
Persistent link: https://www.econbiz.de/10001499745
Saved in:
4
An analysis of covariance risk and pricing anomalies
Moskowitz, Tobias J.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 417-457
Persistent link: https://www.econbiz.de/10001764235
Saved in:
5
Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
Saved in:
6
Thinking outside the borders : investors' underreaction to foreign operations information
Huang, Xing
- In:
The review of financial studies
28
(
2015
)
11
,
pp. 3109-3152
Persistent link: https://www.econbiz.de/10011401443
Saved in:
7
The worst, the best, ignoring all the rest : the rank effect and trading behavior
Hartzmark, Samuel M.
- In:
The review of financial studies
28
(
2015
)
4
,
pp. 1024-1059
Persistent link: https://www.econbiz.de/10011338241
Saved in:
8
Mutual fund's R² as predictor of performance
Amihud, Yakov
;
Goyenko, Ruslan
- In:
The review of financial studies
26
(
2013
)
3
,
pp. 667-694
Persistent link: https://www.econbiz.de/10009752256
Saved in:
9
The spline-GARCH model for low-frequency volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1187-1222
Persistent link: https://www.econbiz.de/10003742225
Saved in:
10
Option valuation with conditional heteroskedasticity and nonnormality
Christoffersen, Peter F.
;
Elkamhi, Redouane
;
Feunou, Bruno
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2139-2138
Persistent link: https://www.econbiz.de/10003969117
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