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A Multi-Horizon Comparison of...
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Shackleton, Mark B.
21
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19
Yu, Peng
5
Keswani, Aneel
4
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3
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Journal of banking & finance
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2
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2
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A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen J.
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2694
Persistent link: https://www.econbiz.de/10008447825
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2
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen J.
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541
Persistent link: https://www.econbiz.de/10005882883
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3
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen J.
; …
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1501-1520
Persistent link: https://www.econbiz.de/10007724976
Saved in:
4
Disability and disadvantage : a study of a cohort of Australian youth
Yu, Peng
- In:
Australian journal of labour economics : a journal of …
13
(
2010
)
3
,
pp. 265-286
Persistent link: https://www.econbiz.de/10009903114
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5
Optimal technology selection considering input levels of resource
Yu, Peng
;
Lee, Jang Hee
- In:
Industrial management & data systems
113
(
2013
)
1
,
pp. 57-76
Persistent link: https://www.econbiz.de/10010070204
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6
Transformation of Chinese state-owned enterprises : challenges and responses
Wang, Jifu
;
Zhao, Jinghua
;
Ning, Yixi
;
Yu, Peng
- In:
Multinational business review
17
(
2009
)
4
,
pp. 99-121
Persistent link: https://www.econbiz.de/10009889625
Saved in:
7
Transformation of Chinese state-owned enterprises: Challenges and responses
Wang, Jifu
;
Ning, Yixi
;
Zhao, Jinghua
;
Yu, Peng
- In:
Operations research, Management science : OR MS ; the …
52
(
2012
)
4
,
pp. 329-333
Persistent link: https://www.econbiz.de/10010020543
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8
How real option disinvestment flexibility augments project NPV
Keswani, Aneel
;
Shackleton, Mark B.
- In:
European journal of operational research : EJOR
168
(
2006
)
1
,
pp. 240-252
Persistent link: https://www.econbiz.de/10006641240
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9
Smooth pasting as rate of return equalization
Shackleton, Mark B.
;
Sødal, Sigbjørn
- In:
Economics letters
89
(
2005
)
2
,
pp. 200-206
Persistent link: https://www.econbiz.de/10006750375
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10
Harvesting and recovery decisions under uncertainty
Shackleton, Mark B.
;
Sødal, Sigbjørn
- In:
Journal of economic dynamics & control
34
(
2010
)
12
,
pp. 2533-2547
Persistent link: https://www.econbiz.de/10008715765
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