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VOLATILITY PREDICTION: A COMPARISON OF THE STOCHASTIC VOLATILITY, GARCH (1, 1), AND EGARCH (1, 1) MODELS
Heynen, Ronald C.; Kat, Harry M. - In: The journal of derivatives : the official publication … 2 (1994) 2, pp. 50-65
Persistent link: https://www.econbiz.de/10006002332
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DELTA HEDGING OF S&P 500 OPTIONS: CASH VERSUS FUTURES MARKET EXECUTION
Kat, Harry M. - In: The journal of derivatives : the official publication … 3 (1996) 3, pp. 6-25
Persistent link: https://www.econbiz.de/10007316721
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PRICING AND HEDGING INTERNATIONAL EQUITY DERIVATIVES
Kat, Harry M.; Roozen, Henk N.M. - In: The journal of derivatives : the official publication … 2 (1994) 2, pp. 7-19
Persistent link: https://www.econbiz.de/10006002336
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CONTINGENT PREMIUM OPTIONS
Kat, Harry M. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 44-55
Persistent link: https://www.econbiz.de/10006002347
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Stocks, Bonds, and Hedge Funds
Amin, Gaurav S.; Kat, Harry M. - In: The journal of portfolio management : a publication of … 29 (2003) 4, pp. 113-120
Persistent link: https://www.econbiz.de/10006554563
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Hedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value?
Amin, Gaurav S.; Kat, Harry M. - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 251-274
Persistent link: https://www.econbiz.de/10006694530