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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000668367
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An empirical comparison of credit spreads between the bond market and the credit default swap market
Zhu, Haibin - In: Journal of financial services research : JFSR 29 (2006) 3, pp. 211-235
Persistent link: https://www.econbiz.de/10003328587
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Nonparametric modeling in financial time series
Franke, Jürgen; Kreiß, Jens-Peter; Mammen, Enno - In: Handbook of financial time series, (pp. 927-952). 2009
Persistent link: https://www.econbiz.de/10003834268
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Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.; Peterson, David R. - In: The journal of financial research 11 (1988) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
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Derivative securities pricing and modelling
Batten, Jonathan A. (contributor);  … - 2012 - 1. ed.
Persistent link: https://www.econbiz.de/10009574776
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Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa; Altay-Salih, Aslihan; Yasar, Burze - In: Finance research letters 11 (2014) 4, pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
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The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.; Pástor, Ľuboš; Veronesi, Pietro - 2014
Persistent link: https://www.econbiz.de/10010240002
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Option implied information for quantitative asset management
Ordu, Umut - 2012
Persistent link: https://www.econbiz.de/10010384134
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Do dividend initiations signal a reduction in risk? : evidence from the option market
Jones, Jeffrey S.; Gu, Jenny; Liu, Pu - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 143-158
Persistent link: https://www.econbiz.de/10010345141
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Non-diversifiable volatility risk and risk premiums at earnings announcements
Barth, Mary E.; So, Eric - In: The accounting review : a publication of the American … 89 (2014) 5, pp. 1579-1607
Persistent link: https://www.econbiz.de/10010428728