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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886028
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A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886080
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Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien; Engle, Robert F.; Kane, Alex - 1991
Persistent link: https://www.econbiz.de/10000811503
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Valuation of variance forecasts with simulated option markets
Engle, Robert F.; Hong, Che-hsiung T.; Kane, Alex - 1990
Persistent link: https://www.econbiz.de/10000790825
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The Nobel memorial prize for Robert Engle
Diebold, Francis X. (contributor); Engle, Robert F. (honouree) - 2004
Persistent link: https://www.econbiz.de/10003229527
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Performance evalution of market timers
Kane, Alex; Marks, Stephen G. - 1988
Persistent link: https://www.econbiz.de/10000757946
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Valuation and optimal exercise of the wild card option in the treasury bond futures market
Kane, Alex; Marcus, Alan J. - 1985
Persistent link: https://www.econbiz.de/10000684425
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Efficient inflation forecasts : an internat. comparison
Kane, Alex; Rosenthal, Leonard - 1985
Persistent link: https://www.econbiz.de/10000685293
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The valuation of security analysis
Kane, Alex; Marcus, Alan J. - 1986
Persistent link: https://www.econbiz.de/10000712444
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How big is the tax advantage to debt?
Kane, Alex; Marcus, Alan J.; McDonald, Robert L. - 1984
Persistent link: https://www.econbiz.de/10003149607