Narrow search
Showing 1 - 10 of 730
Cover Image
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
Cover Image
Options-pricing formula with disaster risk
Barro, Robert J.; Liao, Gordon Y. - 2016
Persistent link: https://www.econbiz.de/10011432216
Cover Image
The distribution of exchange rate volatility
Anderson, Torben G. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001370312
Cover Image
The distribution of stock return volatility
Andersen, Torben (contributor) - 2000
Persistent link: https://www.econbiz.de/10001519326
Cover Image
Modeling and forecasting realized volatility
Andersen, Torben (contributor) - 2001
Persistent link: https://www.econbiz.de/10001561837
Cover Image
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2000
Persistent link: https://www.econbiz.de/10001440693
Cover Image
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
Cover Image
Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
Cover Image
Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000584825
Cover Image
Transform analysis and asset pricing for affine jump-diffusions
Duffie, Darrell; Pan, Jun; Singleton, Kenneth J. - 1999
Persistent link: https://www.econbiz.de/10001388790