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Jump processes in commodity futures prices and options pricing
Hilliard, Jimmy E.; Reis, Jorge - In: American journal of agricultural economics 81 (1999) 2, pp. 273-286
Persistent link: https://www.econbiz.de/10001387252
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A test of technical analysis : matching time displaced generalized patterns
Hilliard, Jimmy E.; Schwartz, Adam; Squire, James C. - In: Financial management 42 (2013) 2, pp. 291-314
Persistent link: https://www.econbiz.de/10010187926
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Rebalancing versus buy and hold : theory, simulation and empirical analysis
Hilliard, Jimmy E.; Hilliard, Jitka - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011979088
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An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.; Hilliard, Jitka; Ni, Yinan - In: Quantitative finance 22 (2022) 7, pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896