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~institution:"Birkbeck College / Department of Economics"
~institution:"Christian-Albrechts-Universität zu Kiel"
~institution:"Internationaler Währungsfonds / Research Department"
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Birkbeck College / Department of Economics
Christian-Albrechts-Universität zu Kiel
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736
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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1
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
2
Pension schemes as options on pension fund assets : implications for pension fund management
Blake, David
-
1995
Persistent link: https://www.econbiz.de/10000930381
Saved in:
3
Representable options
Lenga, Matthias
-
2017
Persistent link: https://www.econbiz.de/10012613284
Saved in:
4
Recent turmoil in emerging markets and the behavior of country-fund discounts : renewing the puzzle of the pricing of closed-end mutual funds
Kramer, Charles
-
1995
Persistent link: https://www.econbiz.de/10000919586
Saved in:
5
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
6
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
7
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
8
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
Saved in:
9
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
10
Stock market volatility and corporate investment
Hu, Frederick Zu-liu
-
1995
Persistent link: https://www.econbiz.de/10000924272
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