Similar Search Results

Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation

Iglesias, Emma M.; Phillips, Garry D. A. - In: Econometric reviews 30 (2011) 3, pp. 303-336

Persistent link: https://www.econbiz.de/10008990434

Small sample properties of GARCH estimates and persistence

Hwang, Soosung; Pereira, Pedro L. Valls - In: The European journal of finance 12 (2006) 6/7, pp. 473-494

Persistent link: https://www.econbiz.de/10003382813

Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model

Dēmos, Antōnēs A.; Kyriakopoulou, Dimitra - 2018

Persistent link: https://www.econbiz.de/10011992635

Addressing the bias in Monte Carlo pricing of multi-asset options with multiple barriers through discrete sampling

Shevchenko, Pavel V. - In: The journal of computational finance 6 (2003) 3, pp. 1-20

Persistent link: https://www.econbiz.de/10001753388

Addressing the Bias in Monte Carlo Pricing of Multi-Asset Options with Multiple Barriers Through Discrete Sampling

Shevchenko, Pavel V. - 2014

pricing bias that arises in applications of the standard discrete-time Monte Carlo method to evaluate options written on the …

Persistent link: https://www.econbiz.de/10013043651

Warrant pricing under GARCH diffusion model

Wu, Xin-yu; Ma, Chao-qun; Wang, Shouyang - In: Economic modelling 29 (2012) 6, pp. 2237-2244

Persistent link: https://www.econbiz.de/10009673781

An Application of GARCH Models in Detecting Systematic Bias in Options Pricing and Determining Arbitrage in Options

Dash, Mihir - 2012

Heteroscedasticity (GARCH) family of models.The objective of the present study is to analyze systematic bias in the pricing of options … options were fairly priced. Any systematic bias in options pricing would provide evidence for arbitrage opportunities …

Persistent link: https://www.econbiz.de/10013109552

Living and learning : reproducing beliefs in selective experience

Elwin, Ebba - In: Journal of behavioral decision making 26 (2013) 4, pp. 327-337

Persistent link: https://www.econbiz.de/10010196972

Challenging issues in survey research : discussion and suggestions

Speklé, Roland F.; Widener, Sally K. - In: Journal of management accounting research : JMAR 30 (2018) 2, pp. 3-21

Persistent link: https://www.econbiz.de/10011929643

Considering the effects of nonresponse on correlations between surveyed variables : a simulation study to provide context to evaluate survey results

Heggestad, Eric D.; Rogelberg, Steven; Goh, Adrian; … - In: Journal of personnel psychology 14 (2015) 2, pp. 91-103

Persistent link: https://www.econbiz.de/10011594134