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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Optimal risk management using options
Ahn, Dong-Hyun
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1997
Persistent link: https://www.econbiz.de/10000640285
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Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return
Ahn, Dong-Hyun
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Boudoukh, Jacob
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Richardson, Matthew
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1999
Persistent link: https://www.econbiz.de/10001394327
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Assessing the incremental value of option pricing theory relative to an "informationally passive" benchmark
Figlewski, Stephen
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2002
Persistent link: https://www.econbiz.de/10001701082
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Estimation error in the assessment of financial risk exposure
Figlewski, Stephen
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2003
Persistent link: https://www.econbiz.de/10001779249
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Is the "leverage effect" a leverage effect?
Figlewski, Stephen
;
Wang, Xiaozu
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2000
Persistent link: https://www.econbiz.de/10001554375
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6
Forecasting volatility using historical data
Figlewski, Stephen
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1994
Persistent link: https://www.econbiz.de/10000952027
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7
Derivatives risks, old and new
Figlewski, Stephen
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1998
Persistent link: https://www.econbiz.de/10000981146
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