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ARCH model
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Ritchken, Peter H.
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Bewley, Ronald A.
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Hsieh, K.C.
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Discussion paper / School of Economics, The University of New South Wales
1
Federal Reserve Bank of Cleveland working paper series
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
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ECONIS (ZBW)
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On the distribution of intra-daily exchange rate changes
Bewley, Ronald A.
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1991
Persistent link: https://www.econbiz.de/10000825785
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Estimating real and nominal term structures using treasury yields, inflation, inflation forecasts, and inflation swap rates /by Joseph Haubrich, George Pennacchi, and Peter Ritchke...
Haubrich, Joseph Gerard
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003778338
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3
Approximating GARCH-Jump models, jump-diffusion processes, and option pricing
Duan, Jin-Chuan
;
Ritchken, Peter H.
;
Sun, Zhiqiang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10003336780
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4
An empirical comparison of GARCH option pricing models
Hsieh, K.C.
;
Ritchken, Peter H.
- In:
Review of derivatives research
8
(
2005
)
3
,
pp. 129-150
Persistent link: https://www.econbiz.de/10003408018
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