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Excessive volatility is also a feature of individual level forecasts
Nursimulu, Anjali; Bossaerts, Peter L. - In: The journal of behavioral finance : a publication of … 15 (2014) 1, pp. 16-29
Persistent link: https://www.econbiz.de/10011338959
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Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.; Hillion, Pierre Henri - In: Journal of financial markets 6 (2003) 4, pp. 573-605
Persistent link: https://www.econbiz.de/10001780139
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Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.; Ghysels, Eric; Gouriéroux, Christian - 1996
Persistent link: https://www.econbiz.de/10000950450
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Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.; Hillion, Pierre Henri - 1997
Persistent link: https://www.econbiz.de/10000980780
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A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L. - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 71-83). 1996
Persistent link: https://www.econbiz.de/10001318071
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Local parametric analysis of hedging in discrete time
Bossaerts, Peter L. - In: Journal of econometrics 81 (1997) 1, pp. 243-272
Persistent link: https://www.econbiz.de/10001336795
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Local parametric analysis of hedging in discrete time
Bossaerts, Peter L.; Hillion, Pierre Henri - 1995
Persistent link: https://www.econbiz.de/10000912231