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Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin; Granger, C. W. J. - 1994
Persistent link: https://www.econbiz.de/10000892121
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Limited market participation and volatility of asset prices
Allen, Franklin; Gale, Douglas - 1993
Persistent link: https://www.econbiz.de/10000865087
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Is the price of a riskier asset more volatile?
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000801997
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Good news, bad news, volatility, and betas
Braun, Phillip A.; Nelson, Daniel B.; Sunier, Alain M. - 1990
Persistent link: https://www.econbiz.de/10000809497
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Einfaktormodelle der Fristenstruktur der Zinssätze : theoretische und empirische Betrachtungen
Bühler, Alfred - 1995
Persistent link: https://www.econbiz.de/10000552090
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An implementation of the HJM model with application to Japanese interest futures
Kamizono, Kanji; Kariya, Takeaki - 1995
Persistent link: https://www.econbiz.de/10000555678
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Beyond arbitrage : "good-deal" asset price bounds in incomplete markets
Cochrane, John H.; Saá-Requejo, Jesús - 1996
Persistent link: https://www.econbiz.de/10000584807
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Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000591799
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Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger; Stremme, Alexander - 1993
Persistent link: https://www.econbiz.de/10000412479
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Bond risks based on factor volatilities
Staub, Renato - 1996
Persistent link: https://www.econbiz.de/10000605389