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Using extreme value theory to...
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Volatility
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68
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ECONIS (ZBW)
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71
On the estimation and comparison of short-rate models using the generalised method of moments
Faff, Robert
;
Gray, Philip
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3131-3146
Persistent link: https://www.econbiz.de/10007302467
Saved in:
72
Exchange Rate Risk : Allocating Exchange Rate Risk in Private Infrastructure Projects
Gray, Philip
;
Irwin, Timothy
-
Economics Research, World Bank Group
-
2003
Persistent link: https://www.econbiz.de/10010832471
Saved in:
73
Competition in Network Industries : Where and How to Introduce It
Klein, Michael
;
Gray, Philip
-
Economics Research, World Bank Group
-
1997
Persistent link: https://www.econbiz.de/10010644004
Saved in:
74
Canonical valuation of options in the presence of stochastic volatility
Gray, Philip
;
Newman, Scott
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10006810000
Saved in:
75
Accruals Quality, Information Risk and Cost of Capital: Evidence from Australia
Gray, Philip
;
Koh, Ping-Sheng
;
Tong, Yenh
- In:
Journal of business finance & accounting : JBFA
36
(
2009
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10008180194
Saved in:
76
The relationship between asset growth and the cross-section of stock returns
Gray, Philip
;
Johnson, Jessica
- In:
Journal of banking & finance
35
(
2011
)
3
,
pp. 670-681
Persistent link: https://www.econbiz.de/10008787027
Saved in:
77
Canonical valuation and hedging of index options
Gray, Philip
;
Edwards, Shane
;
Kalotay, Egon
- In:
The journal of futures markets
27
(
2007
)
8
,
pp. 771-790
Persistent link: https://www.econbiz.de/10007748537
Saved in:
78
Private participation in infrastructure : considerations for Columbia
Gernsdorff, Hermann von
;
Gray, Philip
- In:
Revista de análisis económico
13
(
1998
)
1
,
pp. 181-211
Persistent link: https://www.econbiz.de/10009943845
Saved in:
79
Bayesian estimation of financial models
Gray, Philip
- In:
Accounting and finance : journal of the Accounting …
42
(
2002
)
2
,
pp. 111-130
Persistent link: https://www.econbiz.de/10006263897
Saved in:
80
Efficiency of football betting markets: the economic significance of trading strategies
Gray, Philip
;
Gray, Stephen F.
;
Roche, Timothy
- In:
Accounting and finance : journal of the Accounting …
45
(
2005
)
2
,
pp. 269-282
Persistent link: https://www.econbiz.de/10006237581
Saved in:
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