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1
Predicting currency return volatility
Scott, Elton
- In:
Journal of banking & finance
13
(
1989
)
6
,
pp. 839-851
Persistent link: https://www.econbiz.de/10001080598
Saved in:
2
Tests of the black-scholes and constant elasticity of variance currency call option valuation models
Tucker, Alan L.
- In:
The journal of financial research
11
(
1988
)
3
,
pp. 201-213
Persistent link: https://www.econbiz.de/10001090733
Saved in:
3
A study of diffusion processes for foreign exchange rates
Tucker, Alan L.
- In:
Journal of international money and finance
6
(
1987
)
4
,
pp. 465-478
Persistent link: https://www.econbiz.de/10001043596
Saved in:
4
TESTS OF THE BLACK-SCHOLES AND CONSTANT ELASTICITY OF VARIANCE CURRENCY CALL OPTION VALUATION MODELS
Tucker, Alan L.
;
Peterson, David R.
;
Scott, Elton
- In:
Journal of Financial Research
11
(
1988
)
3
,
pp. 201-214
Persistent link: https://www.econbiz.de/10010889534
Saved in:
5
A study of diffusion processes for foreign exchange rates
Tucker, Alan L.
;
Scott, Elton
- In:
Journal of International Money and Finance
6
(
1987
)
4
,
pp. 465-478
Persistent link: https://www.econbiz.de/10005188541
Saved in:
6
The cash balance plan as a real option : financial innovation and implicit contacts
Johnston, Ken
;
Hatem, John J.
;
Scott, Elton
- In:
Pensions : an international journal
16
(
2011
)
1
,
pp. 39-50
Persistent link: https://www.econbiz.de/10008987883
Saved in:
7
Individual investors : asset allocation vs. portfolio insurance (puts or calls)
Johnston, Ken
;
Halem, John
;
Scott, Elton
- In:
Financial services review : the journal of individual …
22
(
2013
)
3
,
pp. 291-310
Persistent link: https://www.econbiz.de/10011305912
Saved in:
8
Biased estimators and unstable betas
Scott, Elton
;
Brown, Stewart
- In:
The journal of finance : the journal of the American …
35
(
1980
)
1
,
pp. 49-55
Persistent link: https://www.econbiz.de/10002793542
Saved in:
9
Financial applications of discriminant analysis : a clarification
Altman, Edward I.
;
Eisenbeis, Robert A.
;
Joy, O. Maurice
- In:
Journal of financial and quantitative analysis : JFQA
13
(
1978
)
1
,
pp. 185-195
Persistent link: https://www.econbiz.de/10001825194
Saved in:
10
Exchange rates, mixture of normal distributions, and fundamental variables
Johnston, Ken
- In:
Journal of business and economic perspectives
23
(
1997
)
2
,
pp. 13-22
Persistent link: https://www.econbiz.de/10001243377
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