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~isPartOf:"Working papers / Lancaster University Management School"
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A snakes and ladders representation of stock prices and returns
Gager, Philip C.
;
Shackleton, Mark B.
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2009
Persistent link: https://www.econbiz.de/10003939254
Saved in:
2
Hysteresis effects under CIR interest rates
Dias, José Carlos
;
Shackleton, Mark B.
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2010
Persistent link: https://www.econbiz.de/10003988150
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3
Economic hysteresis effects and hitting time densities for CIR diffusions
Dias, José Carlos
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003733565
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4
Investment hysteresis under stochastic interest rates
Dias, José Carlos
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10003273342
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5
An empirical investigation of UK option returns : overpricing and the role of higher systematic moments
Shackleton, Mark B.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002625331
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