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ECONIS (ZBW)
264
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1
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
2
Stochastic
volatility
duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
3
Estimation of a dynamic hedge
Gouriéroux, Christian
;
Laurent, Jean-Paul
-
1996
Persistent link: https://www.econbiz.de/10000950710
Saved in:
4
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
5
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
6
Estimering av investeringsrelasjoner med installasjonskostnader
Berg, Elin
-
1994
Persistent link: https://www.econbiz.de/10000899641
Saved in:
7
IGARCH effect on autoregressive lag length selection and causality tests : some small sample Monte Carlo results
Hecq, Alain W. J.
-
1993
Persistent link: https://www.econbiz.de/10000901025
Saved in:
8
An enlarged definition of cointegration
Flôres Jr., Renato G.
;
Szafarz, Ariane
-
1994
Persistent link: https://www.econbiz.de/10000901027
Saved in:
9
Testing for spurious causality (with an application to exchange rates)
Renault, Eric
-
1994
Persistent link: https://www.econbiz.de/10000901028
Saved in:
10
Impact d'erreurs IGARCH sur les tests de racine unite
Hecq, Alain W. J.
-
1993
Persistent link: https://www.econbiz.de/10000901176
Saved in:
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