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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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A snakes and ladders representation of stock prices and returns
Gager, Philip C.; Shackleton, Mark B. - 2009
Persistent link: https://www.econbiz.de/10003939254
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Hysteresis effects under CIR interest rates
Dias, José Carlos; Shackleton, Mark B. - 2010
Persistent link: https://www.econbiz.de/10003988150
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Investment hysteresis under stochastic interest rates
Dias, José Carlos (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003273342
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Economic hysteresis effects and hitting time densities for CIR diffusions
Dias, José Carlos (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003733565