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A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits
Wei, K. C. John; Chiang, Raymond - In: Pacific-Basin finance journal 12 (2004) 4, pp. 445-461
Persistent link: https://www.econbiz.de/10002145026
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Improving hedging performance using interest rate futures
Kolb, Robert W. - In: Selected writings on futures markets : explorations in …, (pp. 105-117). 1985
Persistent link: https://www.econbiz.de/10001305695
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Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond - In: Journal of banking & finance 21 (1997) 1, pp. 17-35
Persistent link: https://www.econbiz.de/10001213058
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Evaluating the interest-rate risk of adjustable-rate mortgage loans
Chiang, Raymond - In: The journal of real estate research 13 (1997) 1, pp. 77-94
Persistent link: https://www.econbiz.de/10001238253
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Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond - In: Journal of banking & finance 19 (1995) 8, pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467
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Commodity exchange seat prices
Chiang, Raymond - In: Review of futures markets 6 (1987) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001166002
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Tax timing options on futures contracts and the 1981 Economic Recovery Act
Chiang, Raymond - In: The financial review : the official publication of the … 24 (1989) 1, pp. 75-92
Persistent link: https://www.econbiz.de/10001064171
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Interest rate risk hedging for due-on-sale mortgages with early termination
Anderson, Gary A. - In: The journal of financial research 10 (1987) 2, pp. 133-142
Persistent link: https://www.econbiz.de/10001042703