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Stochastic volatility in interest rates and nonlinearity in velocity
Barnett, William A.; Xu, Haiyang - In: The theory of monetary aggregation, (pp. 274-295). 2000
Persistent link: https://www.econbiz.de/10001508715
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Interest rates, exchange rates and volatility
Batchelor, Roy A. (contributor); Dua, Pami (contributor) - 2003
Persistent link: https://www.econbiz.de/10003180116
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Equity options markets : foundations and pricing
Kōnstantinidēs, Giōrgos (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001548967
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Interest-rate derivatives, exotics, real options and empirical evidence
Kōnstantinidēs, Giōrgos (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001548972
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American options, numerical methods and risk management
Kōnstantinidēs, Giōrgos (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001548985
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Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.; Diebold, Francis X.; Mariano, … - 2007
Persistent link: https://www.econbiz.de/10003729191
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Financial markets and financial fragility ; Vol. 2
Toporowski, Jan (contributor) - 2010
Persistent link: https://www.econbiz.de/10003996181
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Bayesian analysis of stochastic volatility models
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 69-87
Persistent link: https://www.econbiz.de/10001639881
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Price dynamics, methodological
Marsh, Alex (contributor); Gibb, Kenneth (contributor) - 2011
Persistent link: https://www.econbiz.de/10009125678