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Using extreme value theory to...
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Volatility
18
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68
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9
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8
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ECONIS (ZBW)
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41
Canonical valuation and hedging of index options
Gray, Philip K.
;
Edwards, Shane
;
Kalotay, Egon
- In:
The journal of futures markets
27
(
2007
)
8
,
pp. 771-790
Persistent link: https://www.econbiz.de/10003518515
Saved in:
42
Consumer expectations and short-horizon return predictability
Kalotay, Egon
;
Gray, Philip K.
;
Sin, Samantha
- In:
Journal of banking & finance
31
(
2007
)
10
,
pp. 3102-3124
Persistent link: https://www.econbiz.de/10003574444
Saved in:
43
The relationship between asset growth and the cross-section of stock returns
Gray, Philip K.
;
Johnson, Jessica
- In:
Journal of banking & finance
35
(
2011
)
3
,
pp. 670-680
Persistent link: https://www.econbiz.de/10009159716
Saved in:
44
Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel
;
Limkriangkrai, Manapon
;
Gray, Philip K.
- In:
International review of financial analysis
35
(
2014
),
pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
Saved in:
45
Forecasting stock returns using model-selection criteria
Alcock, Jamie
;
Gray, Philip K.
- In:
The economic record : er
81
(
2005
)
253
,
pp. 135-151
Persistent link: https://www.econbiz.de/10002949871
Saved in:
46
Future long-horizon performance measurement conditional on past survival
Gray, Philip K.
;
Whittaker, Mark
- In:
International review of finance
4
(
2003
)
1/2
,
pp. 29-48
Persistent link: https://www.econbiz.de/10003014251
Saved in:
47
Canonical valuation of options in the presence of stochastic volatility
Gray, Philip K.
;
Newman, Scott
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10002528167
Saved in:
48
A framework for valuing derivative securities
Gray, Philip K.
;
Gray, Stephen
- In:
Financial markets, institutions & instruments
10
(
2001
)
5
,
pp. 253-276
Persistent link: https://www.econbiz.de/10001634621
Saved in:
49
Testing market efficiency : evidence from the NFL sports betting market
Gray, Philip K.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1725-1737
Persistent link: https://www.econbiz.de/10001227623
Saved in:
50
Private participation in infrastructure : considerations for Columbia
Gersdorff, Hermann von
;
Gray, Philip
- In:
Revista de análisis económico
13
(
1998
)
1
,
pp. 181-211
Persistent link: https://www.econbiz.de/10001453201
Saved in:
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