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The effectiveness of the FX market interventions of the Bundesbank during the Louvre period : an options-based analysis
Pierdzioch, Christian - 2000
Persistent link: https://www.econbiz.de/10001465153
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Rational price limits in futures markets : tests of a simple optimizing model
Ackert, Lucy F. - In: Review of financial economics : RFE 4 (1994) 1, pp. 93-108
Persistent link: https://www.econbiz.de/10001178524
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Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R. - In: Journal of banking & finance 21 (1997) 2, pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
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Markov switching in GARCH processes and mean-reverting stock-market volatility
Dueker, Michael - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 26-34
Persistent link: https://www.econbiz.de/10001214324
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Forecasting volatility
Figlewski, Stephen - In: Financial markets, institutions & instruments 6 (1997) 1
Persistent link: https://www.econbiz.de/10001217426
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F. - In: Review of derivatives research 1 (1996) 2, pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
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The exercise of equity options : theory and empirical tests
Overdahl, James A. - In: The journal of derivatives : the official publication … 2 (1994) 1, pp. 38-51
Persistent link: https://www.econbiz.de/10001219330
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Option wagering in point spread betting markets
Lacey, Nelson J. - In: The journal of derivatives : the official publication … 2 (1994) 1, pp. 31-37
Persistent link: https://www.econbiz.de/10001219332
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Mortgage termination : an empirical hazard model with a stochastic term structure
Deng, Yongheng - In: The journal of real estate finance and economics 14 (1997) 3, pp. 309-331
Persistent link: https://www.econbiz.de/10001222221
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GARCH gamma
Engle, Robert F. - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 47-59
Persistent link: https://www.econbiz.de/10001223170