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Figlewski, Stephen
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1
Forecasting volatility
Figlewski, Stephen
- In:
Financial markets, institutions & instruments
6
(
1997
)
1
Persistent link: https://www.econbiz.de/10001217426
Saved in:
2
Hedging with stock index futures : theory and application in a new market
Figlewski, Stephen
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 183-199
Persistent link: https://www.econbiz.de/10001128568
Saved in:
3
Options arbitrage in imperfect markets
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1289-1311
Persistent link: https://www.econbiz.de/10001080358
Saved in:
4
Margins and market integrity : margin setting for stock index futures and options
Figlewski, Stephen
- In:
The journal of futures markets
4
(
1984
)
3
,
pp. 385-416
Persistent link: https://www.econbiz.de/10001082850
Saved in:
5
Assessing the incremental value of option pricing theory relative to an "informationally passive" benchmark
Figlewski, Stephen
-
2002
Persistent link: https://www.econbiz.de/10001701082
Saved in:
6
Estimation error in the assessment of financial risk exposure
Figlewski, Stephen
-
2003
Persistent link: https://www.econbiz.de/10001779249
Saved in:
7
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
Saved in:
8
Derivates risks, old and new
Figlewski, Stephen
- In:
Brookings-Wharton papers on financial services
1
(
1998
),
pp. 159-217
Persistent link: https://www.econbiz.de/10001744321
Saved in:
9
Information diversity and market behavior
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
37
(
1982
)
1
,
pp. 87-102
Persistent link: https://www.econbiz.de/10002165471
Saved in:
10
Market "efficiency" in a market with heterogeneous information
Figlewski, Stephen
- In:
Journal of political economy
86
(
1978
)
4
,
pp. 581-597
Persistent link: https://www.econbiz.de/10002146834
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