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A new class of discrete-time stochastic volatility model with correlated errors
Mukhoti, Sujay; Ranjan, Pritam - In: Applied economics 51 (2019) 3, pp. 259-277
Persistent link: https://www.econbiz.de/10012160495
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Optimal corporate strategy under uncertainty
Chen, Andrew H.; Fabozzi, Frank J.; Huang, Dashan - In: Applied economics 45 (2013) 19/21, pp. 2877-2882
Persistent link: https://www.econbiz.de/10010192369
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Option implied beta and option return
Ze-To, Samuel Yau Man - In: Applied economics 50 (2018) 2, pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
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Risk aversion, fanning preference and volatility smirk on S&P 500 index options
Chen, Jian; Ma, Chenghu - In: Applied economics 48 (2016) 34/36, pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
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Do illiquid stocks jump more frequently?
Kunsteller, Sebastian; Müller, Janis; Posch, Peter N. - In: Applied economics 51 (2019) 25, pp. 2764-2769
Persistent link: https://www.econbiz.de/10012196740
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Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Shirvani, … - In: Applied economics 54 (2022) 14, pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
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Which value component has a larger effect on idiosyncratic volatility, assets in place or growth options?
Hu, Yu; Jiang, Xiaoquan - In: Applied economics 56 (2024) 46, pp. 5530-5554
Persistent link: https://www.econbiz.de/10015051109
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Inflation or disinflation? : evidence from maturing US Treasury Inflation-Protected Securities
Chu, Quentin C.; Pittman, Deborah N.; Chen, Jeng-hong - In: Applied economics 39 (2007) 1/3, pp. 361-372
Persistent link: https://www.econbiz.de/10003427310
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The timing and probability of FDI : an application to US multinational enterprises
Brito, José Maria Brandão de; Mello-Sampayo, Felipa de - In: Applied economics 37 (2005) 4, pp. 417-437
Persistent link: https://www.econbiz.de/10002644334
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What explains long memory in futures price volatility?
Power, G. J.; Turvey, Calum Greig - In: Applied economics 43 (2011) 22/24, pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366