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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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Bounds on treatment effects in regression discontinuity designs under manipulation of the running variable, with an application to unemployment insurance in Brazil
Gerard, François; Rokkanen, Miikka; Rothe, Christoph - 2016
Persistent link: https://www.econbiz.de/10011581411
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Modeling and forecasting realized volatility
Andersen, Torben (contributor) - 2001
Persistent link: https://www.econbiz.de/10001561837
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Searching for prosperity
Kremer, Michael; Onatski, Alexei; Stock, James H. - 2001
Persistent link: https://www.econbiz.de/10001578285
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GARCH gamma
Engle, Robert F. - 1995
Persistent link: https://www.econbiz.de/10000911609
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886028
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Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine; Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000935916
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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Implied exchange rate distributions : evidience from OTC option markets
Campa, José Manuel; Chang, P. H. Kevin; Reider, Robert L. - 1997
Persistent link: https://www.econbiz.de/10000642832
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460