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Directly measuring early exercise premiums using American and European S&P 500 Index options
Dueker, Michael
;
Miller, Thomas W.
- In:
The journal of futures markets
23
(
2002
)
3
,
pp. 287-313
Persistent link: https://www.econbiz.de/10001765120
Saved in:
2
Market microstructure effects on the direct measurement of the early exercise premium in S&P 500 index options
Dueker, Michael
;
Miller, Thomas W.
-
1996
Persistent link: https://www.econbiz.de/10000962973
Saved in:
3
Dynamic forecasts of qualitative variables : a qual VAR model of U.S. recessions
Dueker, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001962982
Saved in:
4
Stochastic capital depreciation and the comovement of hours and productivity
Dueker, Michael
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971164
Saved in:
5
Business cycle detrending of macroeconomic data via a latent business cycle index
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974447
Saved in:
6
Contemporaneous threshold autoregressive models : Estimation, forecasting and rational expectations applications
Dueker, Michael
(
contributor
);
Sola, Martin
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983084
Saved in:
7
Fixing Swiss potholes : the importance of improvements
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001963020
Saved in:
8
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
Saved in:
9
Forecasting output with information from business cycle turning points : a qualitative variable VAR
Dueker, Michael
(
contributor
); …
-
2001
-
[Elektronische Ressource].
Persistent link: https://www.econbiz.de/10001965117
Saved in:
10
Aggregate price shocks and financial stability : the United Kingdom 1796 - 1999
Bordo, Michael D.
(
contributor
);
Dueker, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource].
Persistent link: https://www.econbiz.de/10001965179
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