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Filtering returns for unspecified biases in priors when testing asset pricing theory
Bossaerts, Peter L. - In: The review of economic studies 71 (2004) 1, pp. 63-86
Persistent link: https://www.econbiz.de/10001879682
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The econometrics of learning in financial markets
Bossaerts, Peter L. - In: Econometric theory 11 (1995) 1, pp. 151-189
Persistent link: https://www.econbiz.de/10001176345
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Asymptotic inefficiency
Zame, William R. - 1998
Persistent link: https://www.econbiz.de/10000758689
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Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.; Hillion, Pierre Henri - In: Journal of financial markets 6 (2003) 4, pp. 573-605
Persistent link: https://www.econbiz.de/10001780139
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Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.; Hillion, Pierre Henri - 1997
Persistent link: https://www.econbiz.de/10000980780
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A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L. - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 71-83). 1996
Persistent link: https://www.econbiz.de/10001318071
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Local parametric analysis of hedging in discrete time
Bossaerts, Peter L. - In: Journal of econometrics 81 (1997) 1, pp. 243-272
Persistent link: https://www.econbiz.de/10001336795
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A test of a general equilibrium stock option pricing model
Bossaerts, Peter L. - In: Mathematical finance : an international journal of … 3 (1993) 4, pp. 311-347
Persistent link: https://www.econbiz.de/10001185123
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Local parametric analysis of hedging in discrete time
Bossaerts, Peter L.; Hillion, Pierre Henri - 1995
Persistent link: https://www.econbiz.de/10000912231