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An empirical test of the variance gamma option pricing model
Lam, Kin; Chang, Eric Chieh; Lee, M. C. - In: Pacific-Basin finance journal 10 (2002) 3, pp. 267-285
Persistent link: https://www.econbiz.de/10001705578
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The index futures markets : Is screen trading more efficient?
Copeland, Laurence S.; Lam, Kin; Jones, Sally-Ann - In: The journal of futures markets 24 (2004) 4, pp. 337-357
Persistent link: https://www.econbiz.de/10002005362
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Forecasting exchange rate volatility using autoregressive random variance model
So, Mike Ka-pui; Lam, Kin; Li, Wai Keung - In: Applied financial economics 9 (1999) 6, pp. 583-591
Persistent link: https://www.econbiz.de/10001525271
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A stochastic volatility model with Markov switching
So, Mike Ka-pui - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 244-253
Persistent link: https://www.econbiz.de/10001243996