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A reexamination of finite- and infinite-variance distributions as models of daily stock returns
Tucker, Alan L. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 73-81
Persistent link: https://www.econbiz.de/10001120243
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Currency option pricing with stochastic domestic and foreign interest rates
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 139-151
Persistent link: https://www.econbiz.de/10001106740
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Tests of the black-scholes and constant elasticity of variance currency call option valuation models
Tucker, Alan L. - In: The journal of financial research 11 (1988) 3, pp. 201-213
Persistent link: https://www.econbiz.de/10001090733
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Pricing CRB futures contracts
Ehrhardt, Michael C. - In: The journal of financial research 13 (1990) 1, pp. 7-14
Persistent link: https://www.econbiz.de/10001142879
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Functional forms of the capital asset pricing model under different market risk regimes
Ang, James S. - In: The financial review : the official publication of the … 23 (1988) 3, pp. 345-350
Persistent link: https://www.econbiz.de/10001084128