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Option-Implied Volatility Meas...
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Shackleton, Mark B.
21
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3
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3
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OLC EcoSci
ECONIS (ZBW)
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The degree of financial liberalization and aggregated stock-return volatility in emerging markets
Umutlu, Mehmet
;
Akdeniz, Levent
;
Altay-Salih, Aslihan
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 509-522
Persistent link: https://www.econbiz.de/10008352549
Saved in:
2
Foreign Equity Trading and Average Stock‐return Volatility
Umutlu, Mehmet
;
Akdeniz, Levent
;
Altay‐Salih, Aslihan
- In:
The world economy : the leading journal on …
36
(
2013
)
9
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10010175535
Saved in:
3
Does ADR listing affect the dynamics of volatility in emerging markets?
Umutlu, Mehmet
;
Altay-Salih, Aslihan
;
Akdeniz, Levent
- In:
Finance a úvěr
60
(
2010
)
2
,
pp. 122-137
Persistent link: https://www.econbiz.de/10009920088
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Generalised Geske--Johnson Interpolation of Option Prices
Chung, San-Lin
;
Shackleton, Mark B.
- In:
Journal of business finance & accounting : JBFA
34
(
2007
)
5
,
pp. 976-1001
Persistent link: https://www.econbiz.de/10007750909
Saved in:
10
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
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