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139
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26
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17
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9
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8
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8
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7
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6
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6
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5
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5
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ECONIS (ZBW)
146
RePEc
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4
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2
EconStor
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141
Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert
- In:
The journal of derivatives : the official publication …
1
(
1993
)
2
,
pp. 51-63
Persistent link: https://www.econbiz.de/10001220370
Saved in:
142
Estimation of the optimal futures hedge
Cecchetti, Stephen G.
;
Cumby, Robert
;
Figlewski, Stephen
-
1986
Persistent link: https://www.econbiz.de/10000731985
Saved in:
143
Volatility leadership among index options
Figlewski, Stephen
;
Frommherz, Anja
- In:
The journal of derivatives : the official publication …
25
(
2017
)
2
,
pp. 43-60
Persistent link: https://www.econbiz.de/10011941221
Saved in:
144
Remembering Peter Christoffersen (1967-2018)
Chang, Bo Young
;
Jacobs, Kris
;
Ornthanalai, Chayawat
; …
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10011968677
Saved in:
145
Modeling the dynamics of correlations among implied volatilities
Engle, Robert F.
;
Figlewski, Stephen
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
3
,
pp. 991-1018
Persistent link: https://www.econbiz.de/10011405161
Saved in:
146
Estimation of the opitmal futures hedge
Cecchetti, Stephen G.
- In:
The review of economics and statistics
70
(
1988
)
4
,
pp. 623-630
Persistent link: https://www.econbiz.de/10001059000
Saved in:
147
Rational expectations, informational efficiency, and tests using survey data : a comment
Dietrich, J. Kimball
;
Joines, Douglas H.
;
Figlewski, Stephen
- In:
The review of economics and statistics
65
(
1983
)
3
,
pp. 525-529
Persistent link: https://www.econbiz.de/10002080144
Saved in:
148
Pricing discrete barrier options with an adaptive mesh model
Ahn, Dong-Hyun
;
Figlewski, Stephen
;
Gao, Bin
- In:
The journal of derivatives : the official publication …
6
(
1999
)
4
,
pp. 33-43
Persistent link: https://www.econbiz.de/10001432450
Saved in:
149
Is the "leverage effect" a leverage effect?
Figlewski, Stephen
;
Wang, Xiaozu
-
2000
Persistent link: https://www.econbiz.de/10001554375
Saved in:
150
Optimal aggregation of money supply forecasts : Accuracy, profitability and market efficiency
Figlewski, Stephen
;
Urich, Thomas
- In:
The journal of finance : the journal of the American …
38
(
1983
)
3
,
pp. 695-710
Persistent link: https://www.econbiz.de/10002146839
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