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TESTS OF THE BLACK-SCHOLES AND CONSTANT ELASTICITY OF VARIANCE CURRENCY CALL OPTION VALUATION MODELS

Tucker, Alan L.; Peterson, David R.; Scott, Elton - In: Journal of Financial Research 11 (1988) 3, pp. 201-214

Persistent link: https://www.econbiz.de/10010889534

A study of diffusion processes for foreign exchange rates

Tucker, Alan L.; Scott, Elton - In: Journal of International Money and Finance 6 (1987) 4, pp. 465-478

Persistent link: https://www.econbiz.de/10005188541

Biased Estimators and Unstable Betas.

Scott, Elton; Brown, Stewart - In: Journal of Finance 35 (1980) 1, pp. 49-55

Persistent link: https://www.econbiz.de/10005295997

On the Financial Application of Discriminant Analysis: Comment

Scott, Elton - In: Journal of Financial and Quantitative Analysis 13 (1978) 01, pp. 201-205

Persistent link: https://www.econbiz.de/10005609831

A note on the evaluation of long-run investment decisions using the sharpe ratio

Johnston, Ken; Hatem, John; Scott, Elton - In: Journal of Economics and Finance 37 (2013) 1, pp. 150-157

This paper reexamines the use of the Sharpe ratio to measure the performance of large and small company stocks along with corporate bonds over different holding periods. It builds on previous research which cites the effects of serial correlation and non-normality in the creation of estimation...

Persistent link: https://www.econbiz.de/10010600781