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Gibson, Michael S.
5
Gibson, Michael
3
Boyer, Brian H.
2
Bollerslev, Tim
1
Fender, Ingo
1
McGaughey, Ronald E.
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of systems management
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Risk : managing risk in the world's financial markets
1
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OLC EcoSci
ECONIS (ZBW)
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1
The Repository-Encyclopedia: Essential To Information Engineering and Fully Integrated CASE
McGaughey, Ronald E.
;
Gibson, Michael
- In:
Journal of systems management
44
(
1993
)
3
,
pp. 8-11
Persistent link: https://www.econbiz.de/10006745792
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2
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-246
Persistent link: https://www.econbiz.de/10008770541
Saved in:
3
STRESS TESTING TAKES THE STRAIN - How many banks use stress tests, what do they use them for and how useful do risk managers really think they are? The authors explain the results of a survey conducted by the Bank for International Settlements.
Fender, Ingo
;
Gibson, Michael
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
5
,
pp. 50-52
Persistent link: https://www.econbiz.de/10007042821
Saved in:
4
Is Corporate Governance Ineffective in Emerging Markets?
Gibson, Michael S.
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
1
,
pp. 231
Persistent link: https://www.econbiz.de/10006694749
Saved in:
5
EVALUATING FORECASTS OF CORRELATION USING OPTION PRICING - Black and Scholes assumed that the underlying asset's volatility was constant and known in deriving their option pricing model. But as soon as the model was applied to real data, it became clear that volatilities change over time and must be forecasted. With complex derivatives that depend on two or more underlying assets now being ...
Gibson, Michael S.
;
Boyer, Brian H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 18-38
Persistent link: https://www.econbiz.de/10007346977
Saved in:
6
EVALUATING FORECASTS OF CORRELATION USING OPTION PRICING - Black and Scholes assumed that the underlying asset's volatility was constant and known in deriving their option pricing model. But as soon as the model was applied to real data, it became clear that volatilities change over time and must be forecasted. With complex derivatives that depend on two or more underlying assets now being ...
Gibson, Michael S.
;
Boyer, Brian H.
- In:
The journal of derivatives : the official publication …
19980
,
pp. 18-38
Persistent link: https://www.econbiz.de/10007374520
Saved in:
7
More Evidence on the Link between Bank Health and Investment in Japan
Gibson, Michael S.
- In:
Journal of the Japanese and international economies : …
11
(
1997
)
3
,
pp. 296-310
Persistent link: https://www.econbiz.de/10007067547
Saved in:
8
Can Bank Health Affect Investment? Evidence from Japan
Gibson, Michael S.
- In:
The journal of business : B
68
(
1995
)
3
,
pp. 281-308
Persistent link: https://www.econbiz.de/10007332880
Saved in:
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