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Showing 111 - 120 of 9,697
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Irrational analysts' expectations as a cause of excess volatility in stock prices
Bulkley, George; Harris, Richard D. F. - 1996
Persistent link: https://www.econbiz.de/10000943010
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Evaluating the predictive accuracy of volatility models
López, José A. - 1995
Persistent link: https://www.econbiz.de/10000945422
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Are exchange rates excessively volatile? : And what does "excessively volatile" mean, anyway?
Bartolini, Leonardo; Bodnar, Gordon M. - 1996
Persistent link: https://www.econbiz.de/10000945661
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Applying economic restrictions to foreign exchange rate dynamics : spot rates, futures, and options
Dothan, Michael U. - 1996
Persistent link: https://www.econbiz.de/10000946467
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Bond risks based on factor volatilities
Staub, Renato - 1996
Persistent link: https://www.econbiz.de/10000947283
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The determination of stock market volatility and its international transmission
Kearney, Colm - 1995
Persistent link: https://www.econbiz.de/10000947733
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Volatility in the Nikkei stock market index : causes and international transmission
Kearney, Colm - 1996
Persistent link: https://www.econbiz.de/10000947734
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Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951349
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The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951350
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Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951351