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The review of financial studies
Working Paper
37
Research paper series / Swiss Finance Institute
35
Cahiers du Département d'Econométrie
25
Swiss Finance Institute Research Paper
25
Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Review of Financial Studies
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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:
2
The Euro interbank repo market
Mancini, Loriano
;
Ranaldo, Angelo
;
Wrampelmeyer, Jan
- In:
The review of financial studies
29
(
2016
)
7
,
pp. 1747-1779
Persistent link: https://www.econbiz.de/10011577821
Saved in:
3
A GARCH Option Pricing Model with Filtered Historical Simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2013
)
3
,
pp. 1223-1222
Persistent link: https://www.econbiz.de/10010113794
Saved in:
4
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/10008055479
Saved in:
5
Understanding cash flow risk
Gryglewicz, Sebastian
;
Mancini, Loriano
;
Morellec, Erwan
; …
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3922-3972
Persistent link: https://www.econbiz.de/10013350127
Saved in:
6
Learning and asset prices under ambiguous information
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2565-2597
Persistent link: https://www.econbiz.de/10003805077
Saved in:
7
Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick
;
Porchia, Paolo
;
Trojani, Fabio
- In:
The review of financial studies
22
(
2009
)
10
,
pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
Saved in:
8
When there is no place to hide : correlation risk and the cross-section of hedge fund returns
Buraschi, Andrea
;
Kosowski, Robert L.
;
Trojani, Fabio
- In:
The review of financial studies
27
(
2014
)
2
,
pp. 581-616
Persistent link: https://www.econbiz.de/10010357870
Saved in:
9
Learning and Asset Prices Under Ambiguous Information
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2565-2598
Persistent link: https://www.econbiz.de/10008152467
Saved in:
10
Learning and Asset Prices Under Ambiguous Information
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
The review of financial studies
21
(
2013
)
6
,
pp. 2565-2564
Persistent link: https://www.econbiz.de/10010114004
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