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1
Market volatility and feedback effects from dynamic
hedging
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 351-374
Persistent link: https://www.econbiz.de/10001232778
Saved in:
2
Asset price volatility and option
hedging
in imperfectly elastic markets
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000936296
Saved in:
3
Market volatility and feedback effects from dynamic
hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
Saved in:
4
An overreaction implementation of the coherent market hypothesis and option pricing
Schöbel, Rainer
(
contributor
);
Veith, Jochen
(
contributor
)
-
2006
Inspired by the
theory
of social imitation (Weidlich 1970) and its adaptation to financial markets by the Coherent …
Persistent link: https://www.econbiz.de/10003636657
Saved in:
5
Midpoint method and accuracy of variability forecasting
He, Ling T.
;
Hu, Chenyi
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
3
,
pp. 705-715
Persistent link: https://www.econbiz.de/10003951648
Saved in:
6
Essays in learning in macroeconomics
Kuang, Pei
-
2012
Persistent link: https://www.econbiz.de/10009672616
Saved in:
7
Testing for heteroskedastic mixture of ordinary least squares errors
Senarathne, Chamil W
;
Wei, Jianguo
- In:
Romanian journal of economic forecasting
23
(
2020
)
2
,
pp. 73-91
Persistent link: https://www.econbiz.de/10012422500
Saved in:
8
Monetary policy, stock price misalignments and macroeconomic instability
Bask, Mikael
-
2009
Persistent link: https://www.econbiz.de/10003846160
Saved in:
9
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
10
Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.
;
Park, Hun Y.
-
1994
Persistent link: https://www.econbiz.de/10000952926
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