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A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev; Kapetanios, George - In: Economics letters 120 (2013) 2, pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
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Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook; Eom, Young Ho; Kang, Yong Joo - In: Economics letters 148 (2016), pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
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Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong; Wang, Haixu; Yu, Mei - In: Economics letters 233 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
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Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns
Chen, Yuting; Potì, Valerio - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071365
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Irreversible investment under uncertainty and the threat of bankruptcy
Vercammen, James Alfred - In: Economics letters 66 (2000) 3, pp. 319-325
Persistent link: https://www.econbiz.de/10001448973
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Equity as a call option on assets : some tests for failed banks
Diba, Behzad - In: Economics letters 48 (1995) 3, pp. 389-397
Persistent link: https://www.econbiz.de/10001184779
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Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans
Chichilnisky, Graciela - In: Economics letters 48 (1995) 3, pp. 379-388
Persistent link: https://www.econbiz.de/10001184781
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Markets that don't replicate any option
Aliprantis, Charalambos D.; Tourky, Rabee - In: Economics letters 76 (2002) 3, pp. 443-447
Persistent link: https://www.econbiz.de/10001692045
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Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Xu, Zheng - In: Economics letters 120 (2013) 3, pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
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Quantifying the recapitalization fund premium using option pricing techniques
Necula, Ciprian; Radu, Alina-Nicoleta - In: Economics letters 114 (2012) 3, pp. 249-251
Persistent link: https://www.econbiz.de/10009550804