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Efficient estimation of the stochastic volatility model by the empirical characteristic function method
Knight, John L.; Satchell, Stephen; Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435264
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Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael (ed.); Buscher, Herbert S. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001629835
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Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David; Feliz, Raúl Aníbal - 1992 - 1. ed
Persistent link: https://www.econbiz.de/10000889335
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - 1997
Persistent link: https://www.econbiz.de/10000637523
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Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine - 1996
Persistent link: https://www.econbiz.de/10000569087
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Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000955836
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Financial market volatility and the world-wide fall in inflation
Gruen, David W. R. - 1995
Persistent link: https://www.econbiz.de/10000956665
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Pricing and hedging index options under stochastic volatility : an empirical examiniation
Nandi, Saikat - 1996
Persistent link: https://www.econbiz.de/10000958009