Narrow search
Showing 1 - 10 of 251
Cover Image
Summary statistics of option-implied probability density functions and their properties
Lynch, Damien (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003649282
Cover Image
Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy; Mumtaz, Haroon; Pinter, Gabor - 2015
Persistent link: https://www.econbiz.de/10011312174
Cover Image
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de; Noss, Joseph - 2012
Persistent link: https://www.econbiz.de/10009559811
Cover Image
Generalised density forecast combinations
Fawcett, Nicholas; Kapetanios, George; Mitchell, James; … - 2014
Persistent link: https://www.econbiz.de/10010356906
Cover Image
Pricing deposit insurance in the United Kingdom
Maude, David J.; Perraudin, William R. M. - 1995
Persistent link: https://www.econbiz.de/10000907419
Cover Image
An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds
Barr, David G.; Pesaran, Bahram - 1995
Persistent link: https://www.econbiz.de/10000907732
Cover Image
How cyclical is the PSBR?
Paisley, Joanna; Salmon, Chris - 1995
Persistent link: https://www.econbiz.de/10000912607
Cover Image
The effect of futures trading on cash market volatility : evidence from the London stock exchange
Robinson, Gary - 1993
Persistent link: https://www.econbiz.de/10000875870
Cover Image
UK asset price volatility : over the last 50 years
Anderson, Nicola; Breedon, Francis J. - 1996
Persistent link: https://www.econbiz.de/10000939885
Cover Image
The personal sector
Thomas, Ryland - 1997
Persistent link: https://www.econbiz.de/10000962308