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~subject:"Volatilität"
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Lim, Guay C.
8
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5
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3
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3
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3
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2
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Pricing currency options in the presence of time-varying volatility and non-normalities
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of multinational financial management
16
(
2006
)
3
,
pp. 291-314
Persistent link: https://www.econbiz.de/10003328760
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2
Deviations from uncovered interest parity in Malaysia
Khoon, Goh Soo
;
Lim, Guay C.
;
Olekalns, Nilss
- In:
Applied financial economics
16
(
2006
)
10
,
pp. 745-759
Persistent link: https://www.econbiz.de/10003334987
Saved in:
3
Pricing currency options in tranquil markets : modelling volatility frowns
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
-
2002
Persistent link: https://www.econbiz.de/10001704963
Saved in:
4
Endogenous jumping and asset price dynamics
Lim, Guay C.
;
Martin, Vance
;
Teo, Leslie E.
- In:
Macroeconomic dynamics
2
(
1998
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001617645
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5
Forecasting large changes in exchange rates
Lim, Guay C.
;
Martin, Vance
- In:
Economic forecasting
,
(pp. 255-276)
.
2000
Persistent link: https://www.econbiz.de/10001515132
Saved in:
6
Stock price fluctuations in Australia : the influence of Japanese and US markets
Lim, Guay C.
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 71-89
Persistent link: https://www.econbiz.de/10001250675
Saved in:
7
Stock price fluctuations in Australia : the influence of Japanese and US markets
Lim, Guay C.
;
McNelis, Paul D.
-
1996
Persistent link: https://www.econbiz.de/10000931486
Saved in:
8
The distribution of exchange rate returns and tahe pricing of currency opations
Lim, Guay C.
;
Lye, Jenny N.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of international economics
45
(
1998
)
2
,
pp. 351-368
Persistent link: https://www.econbiz.de/10001395805
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9
The cyclical dynamics and volatility of Australian output and employment
Shepherd, David
;
Dixon, Robert J.
- In:
The economic record : er
84
(
2008
),
pp. 34-49
Persistent link: https://www.econbiz.de/10003687596
Saved in:
10
The cyclical dynamics and volatility of Australian output and employment
Dixon, Robert J.
(
contributor
);
Shepherd, David
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003385285
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