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Testing the martingale restriction for option implied densities
Busch, Thomas - In: Review of derivatives research 11 (2008) 1/2, pp. 61-81
Persistent link: https://www.econbiz.de/10003829557
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Testing the martingale restriction for option implied densities
Busch, Thomas (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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Cross-dynamics of exchange rate expectations : a wavelet analysis
Nikkinen, Jussi; Pynnönen, Seppo; Ranta, Mikko; … - In: International journal of finance & economics : IJFE 16 (2011) 3, pp. 205-217
Persistent link: https://www.econbiz.de/10009408606
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State space modeling of price and volume dependence : evidence from currency futures
McCarthy, Joseph - In: The journal of futures markets 13 (1993) 4, pp. 335-344
Persistent link: https://www.econbiz.de/10001145984
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Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L. - 1997
Persistent link: https://www.econbiz.de/10000964264
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Dynamic foreign currency trading guided by adaptive forecasting
Chen, An-sing; Leung, Mark T. - In: Review of Pacific Basin financial markets and policies 1 (1998) 3, pp. 383-418
Persistent link: https://www.econbiz.de/10001367327
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A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
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Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.; Trevor, Robert G. - 1997
Persistent link: https://www.econbiz.de/10000978436
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The jump-risk premia implicit in options : evidence from an integrated time-series study
Pan, Jun - In: Journal of financial economics 63 (2002) 1, pp. 3-50
Persistent link: https://www.econbiz.de/10001634368
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Statistics and finance : an introduction
Ruppert, David - 2004
regression using splines, are introduced as needed. The classical methods of finance such as portfolio theory, CAPM, and the …:Introduction * Probability and Statistical Models * Returns * Time Series Models * Portfolio Theory * Regression * The Capital Asset Pricing …
Persistent link: https://www.econbiz.de/10001805902