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Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao; Shi, Yukun; Xu, Yaofei - In: Quantitative finance 20 (2020) 12, pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
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Asset price dynamics, volatility, and prediction
Taylor, Stephen J.; Taylor, Stephen - 2005
Persistent link: https://www.econbiz.de/10002746484
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Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.; Hughston, Lane P.; Meier, David M. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
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Aktienoptionsstrategien und Steuerbilanz
Wolf, Roland - 1996
Persistent link: https://www.econbiz.de/10000560791
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The relationship between Asian equity and commodity futures markets
Thuraisamy, Kannan S.; Sharma, Susan Sunila; Ali Ahmed, … - In: Journal of Asian economics 28 (2013), pp. 67-75
Persistent link: https://www.econbiz.de/10010400865
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Empirische Validierung von Kapitalmarktmodellen : Untersuchungen zum CAPM und zur APT für den deutschen Aktienmarkt
Ulschmid, Christoph - 1994
Persistent link: https://www.econbiz.de/10000891941
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Zur Messung und Beurteilung der Performance deutscher Rentenfonds
Katholing, Matthias - 1996
Persistent link: https://www.econbiz.de/10000956270
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Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening; Miao, Jianjun - In: Journal of monetary economics 69 (2015), pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
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Risk and ambiguity in models of business cycles
Backus, David; Ferriere, Axelle; Zin, Stanley E. - In: Journal of monetary economics 69 (2015), pp. 42-63
Persistent link: https://www.econbiz.de/10011326690
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Discussion of delegated trade and the pricing of public and private information
Bloomfield, Matthew J.; Bloomfield, Robert - In: Journal of accounting & economics 60 (2015) 2/3, pp. 104-109
Persistent link: https://www.econbiz.de/10011437512