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An evaluation of volatility forecasting techniques
Brailsford, Timothy J. - In: Journal of banking & finance 20 (1996) 3, pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
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The interaction between the frequency of market quotations, spread and volatility in the foreign exchange market
Dēmos, Antōnēs A. - In: Applied economics 28 (1996) 3, pp. 377-386
Persistent link: https://www.econbiz.de/10001197103
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Testing stationary for stock market data
Dehay, Dominique - In: Economics letters 50 (1996) 2, pp. 205-212
Persistent link: https://www.econbiz.de/10001197579
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A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong - In: Journal of econometrics 72 (1996) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
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A general equilibrium model of portfolio insurance
Başak, Suleyman - In: The review of financial studies 8 (1995) 4, pp. 1059-1090
Persistent link: https://www.econbiz.de/10001198363
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Direct investment, hysteresis, and real exchange rate volatility
Kulatilaka, Nalin - In: Journal of the Japanese and international economies : … 10 (1996) 1, pp. 12-36
Persistent link: https://www.econbiz.de/10001198665
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A bond pricing formula under a non-trivial, three-factor model of interest rates
Chen, Lin - In: Economics letters 51 (1996) 1, pp. 95-99
Persistent link: https://www.econbiz.de/10001199673
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Derivative Produkte auf Volatilität : zum empirischen Verhalten eines Volatilitätsindex
Grünbichler, Andreas - In: Journal of business economics : JBE 66 (1996) 5, pp. 607-625
Persistent link: https://www.econbiz.de/10001200089
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Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns : further evidence
Cecen, A. A. - In: Economics letters 51 (1996) 3, pp. 323-329
Persistent link: https://www.econbiz.de/10001200985
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American stochastic volatility call option pricing : a lattice based approach
Finucane, Thomas J. - In: Review of derivatives research 1 (1996) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10001218116