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Essays on the pricing, hedging and informational content of options
Horn, David - 2011
Persistent link: https://www.econbiz.de/10009378786
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Financial market perceptions of recession risk
King, Thomas B.; Levin, Andrew T.; Perli, Roberto - 2007
Persistent link: https://www.econbiz.de/10003828308
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Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg - 1996 - 1. Aufl
Persistent link: https://www.econbiz.de/10000937935
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On the network size for neuro-based stock option forecasting system : experimental evaluation
Dohi, Tadashi - In: Stochastic modelling in innovative manufacturing : …, (pp. 337-347). 1997
Persistent link: https://www.econbiz.de/10001319849
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The information content of options on the IBEX-35
Dewachter, Hans - In: Revista española de economía 13 (1996) 2, pp. 159-180
Persistent link: https://www.econbiz.de/10001225596
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Empirical tests of the Longstaff extendible warrant model
Hauser, Shmuel - In: Journal of empirical finance 3 (1996) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001208679
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Markov switching in GARCH processes and mean-reverting stock-market volatility
Dueker, Michael - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 26-34
Persistent link: https://www.econbiz.de/10001214324
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Forecasting volatility
Figlewski, Stephen - In: Financial markets, institutions & instruments 6 (1997) 1
Persistent link: https://www.econbiz.de/10001217426
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F. - In: Review of derivatives research 1 (1996) 2, pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
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Predicción de volatilidad : una aplicación al mercado español de opciones sobre el IBEX 35
Lorenzo Alegría, Rosa María - In: Boletín de estudios económicos 52 (1997) 160, pp. 91-122
Persistent link: https://www.econbiz.de/10001219880