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Time-varying volatility estimates in option pricing : can superior estimates be obtained?
Brailsford, Timothy J., (1997)
Brailsford, Timothy J., (1993)
Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan, (2000)
Leptokurtic stock distributions : implications for option valuation
Chan, Howard Wei-hong, (1992)
A test of the intertemporal CAPM in the Australian equity market
Faff, Robert W., (1998)
The value of liquidity : evidence from the derivatives market
Chan, Howard Wei-hong, (2000)