1

Forecasting Volatility and Option Prices of the S&P 500 Index

Year:
1994
Language:
english
File:
PDF, 429 KB
english, 1994
4

BASEL III Counterparty Risk and Credit Value Adjustment: Impact of the Wrong-way Risk

Year:
2013
Language:
english
File:
PDF, 524 KB
english, 2013
5

Small sample properties of GARCH(1,1) estimator under non-normality

Year:
1997
Language:
english
File:
PDF, 38 KB
english, 1997
8

Behaviour of cointegration tests in the presence of structural breaks in variance

Year:
2003
Language:
english
File:
PDF, 228 KB
english, 2003
9

The P/E Multiple and Market Volatility

Year:
1996
Language:
english
File:
PDF, 1.49 MB
english, 1996
10

The P/E Multiple and Market Volatility

Year:
1996
Language:
english
File:
PDF, 765 KB
english, 1996
11

Long Term Mean Reversion of Stock Prices Based on Fractional Integration

Year:
2009
Language:
english
File:
PDF, 258 KB
english, 2009