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Are negative option prices possible? : The callable US treasury-bond puzzle
Longstaff, Francis A. - In: The journal of business : B 65 (1992) 4, pp. 571-592
Persistent link: https://www.econbiz.de/10001132973
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Option listing and stock returns : an empirical analysis
Detemple, Jérôme B. - In: Journal of banking & finance 14 (1990) 4, pp. 781-801
Persistent link: https://www.econbiz.de/10001096377
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Temporal aggregation and the continuous-time capital asset pricing model
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 44 (1989) 4, pp. 871-887
Persistent link: https://www.econbiz.de/10001072860
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The time variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto - In: The journal of finance : the journal of the American … 44 (1989) 2, pp. 307-325
Persistent link: https://www.econbiz.de/10001072933
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A semiautoregression approach to the arbitrage pricing theory
Mei, Jianping - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 599-620
Persistent link: https://www.econbiz.de/10001152171
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Bayesian and CAPM estimators of the means : implications for portfolio selection
Jorion, Philippe - In: Journal of banking & finance 15 (1991) 3, pp. 717-727
Persistent link: https://www.econbiz.de/10001108341
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Return generating process and the determinants of term premiums
Elton, Edwin J. - In: Journal of banking & finance 20 (1996) 7, pp. 1251-1269
Persistent link: https://www.econbiz.de/10001204894
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The pricing of exchange rate risk in the stock market
Jorion, Philippe - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001113531
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General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 287-308
Persistent link: https://www.econbiz.de/10001113535
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Pricing options on agricultural futures : an application of the constant elasticity of variance option pricing model
Choi, Jin W. - In: The journal of futures markets 5 (1985) 2, pp. 247-258
Persistent link: https://www.econbiz.de/10001128564