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Options-pricing formula with disaster risk
Barro, Robert J.; Liao, Gordon Y. - 2016
Persistent link: https://www.econbiz.de/10011432216
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The analytics of investment, q, and cash flow
Abel, Andrew B. - 2015
Persistent link: https://www.econbiz.de/10011350218
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Disentangling volatility from jumps
Aït-Sahalia, Yacine - 2003
Persistent link: https://www.econbiz.de/10001790835
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Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos; Perrakis, Stylianos - 2002
Persistent link: https://www.econbiz.de/10001661181
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Option prices in a model with stochastic disaster risk
Seo, Sang Byung; Wachter, Jessica - 2013
Persistent link: https://www.econbiz.de/10010210684
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Nominal exchange rate patterns : correlations with entry, exit and investment in US industry
Goldberg, Linda S. - 1990
Persistent link: https://www.econbiz.de/10000784916
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Comovement in cities
Shea, John - 1995
Persistent link: https://www.econbiz.de/10000553163
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On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1999
Persistent link: https://www.econbiz.de/10001378371
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Moment inequalities for multinomial choice with fixed effects
Pakes, Ariel; Porter, Jack - 2016
Persistent link: https://www.econbiz.de/10011432273
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Newer need not be better : evaluating the Penn World Tables and the World Development Indicators using nighttime lights
Pinkovskiy, Maxim; Sala-i-Martin, Xavier - 2016
Persistent link: https://www.econbiz.de/10011484175