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Volatility Risk Premiums Embed...
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Bakshi, Gurdip S.
109
Bakshi, Gurdip
87
Chen, Zhiwu
46
Kapadia, Nikunj
40
Panayotov, George
30
Madan, Dilip B.
27
Crosby, John
24
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16
Madan, Dilip
16
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13
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12
Ju, Nengjiu
10
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9
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8
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8
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7
Cao, Charles Q.
7
Das, Sanjiv R.
7
Wu, Liuren
7
Cerrato, Mario
6
Zhang, Frank Xiaoling
6
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5
Huij, Joop
5
Ou-Yang, Hui
5
Xue, Jinming
5
Zhong, Zhaodong
5
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4
Carr, Peter
4
Pu, Xiaoling
4
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3
Geng, Gary
3
Naka, Atsuyuki
3
Szado, Edward
3
Willette, Gregory
3
Zhang, Frank
3
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2
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2
Deshmukh, Abhijit
2
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2
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24
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11
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11
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9
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6
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6
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ECONIS (ZBW)
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11
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
12
Baby boom, population aging, and capital markets
Bakshi, Gurdip S.
- In:
The journal of business : B
67
(
1994
)
2
,
pp. 165-202
Persistent link: https://www.econbiz.de/10001164872
Saved in:
13
The spirit of capitalism and stock-market prices
Bakshi, Gurdip S.
- In:
The American economic review
86
(
1996
)
1
,
pp. 133-157
Persistent link: https://www.econbiz.de/10001201842
Saved in:
14
Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank X.
-
2001
Persistent link: https://www.econbiz.de/10001573166
Saved in:
15
Recovery in default risk modeling : theoretical foundations and empirical applications
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank
-
2001
Persistent link: https://www.econbiz.de/10001613473
Saved in:
16
An empirical investigation of asset pricing models using Japanese stock market data
Bakshi, Gurdip S.
- In:
Journal of international money and finance
16
(
1997
)
1
,
pp. 81-112
Persistent link: https://www.econbiz.de/10001219111
Saved in:
17
An alternative valuation model for contingent claims
Bakshi, Gurdip S.
- In:
Journal of financial economics
44
(
1997
)
1
,
pp. 123-165
Persistent link: https://www.econbiz.de/10001219691
Saved in:
18
Equilibrium valuation of foreign exchange claims
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 799-826
Persistent link: https://www.econbiz.de/10001222420
Saved in:
19
Average rate claims with emphasis on catastrophe loss options
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001661620
Saved in:
20
Volatility of the stochastic discount factor, and the distinction between risk-neutral and objective probability measures
Bakshi, Gurdip S.
(
contributor
);
Chen, Zhiwu
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569963
Saved in:
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