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Duration dependence and nonparametric heterogeneity: A Monte Carlo study
Baker, Michael; Melino, Angelo - In: Journal of Econometrics 96 (2000) 2, pp. 357-393
Persistent link: https://www.econbiz.de/10005286064
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Editors' introduction
Campbell, John Y.; Melino, Angelo - In: Journal of Econometrics 45 (1990) 1-2, pp. 1-5
Persistent link: https://www.econbiz.de/10005052750
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Pricing foreign currency options with stochastic volatility
Melino, Angelo; Turnbull, Stuart M. - In: Journal of Econometrics 45 (1990) 1-2, pp. 239-265
Persistent link: https://www.econbiz.de/10005228765