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Parametric pricing of higher order moments in S&P500 options
Lim, Guay C.; Martin, Gael M.; Martin, Vance - In: Journal of applied econometrics 20 (2005) 3, pp. 377-404
Persistent link: https://www.econbiz.de/10002807211
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[Rezension von: 2002: a LIMDEP odyssey]
McKenzie, Colin; Takaoka, Sumiko - In: Journal of applied econometrics 18 (2003) 2, pp. 241-247
Persistent link: https://www.econbiz.de/10001755003
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EViews 7.2
McKenzie, Colin; Takaoka, Sumiko - In: Journal of applied econometrics 27 (2012) 7, pp. 1205-1210
Persistent link: https://www.econbiz.de/10009677965
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Software reviews : EViews 5.1
McKenzie, Colin; Takaoka, Sumiko - In: Journal of applied econometrics 22 (2007) 6, pp. 1145-1152
Persistent link: https://www.econbiz.de/10003565298
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Microfit 5.0
McKenzie, C. R.; Takaoka, Sumiko - In: Journal of applied econometrics 28 (2013) 1, pp. 170-175
Persistent link: https://www.econbiz.de/10010067995
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EViews 7.2
McKenzie, C. R.; Takaoka, Sumiko - In: Journal of applied econometrics 27 (2012) 7, pp. 1205-1210
Persistent link: https://www.econbiz.de/10010047254