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Hilliard, Jimmy E.
13
Schwartz, Adam
4
Hillebrand, Eric
2
Hilliard, Jimmy
2
Hilliard, Jitka
2
Kau, James B.
2
Bertus, Mark
1
Chance, Don
1
Chance, Don M.
1
Doffou, Ako
1
Godbey, Jonathan
1
Huang, Pinghsun
1
Keenan, Donald C.
1
Muller III, Walter J.
1
Reis, Jorge
1
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1
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The journal of financial research : a publ. of the School of Business Administration, Georgetown University
3
Journal of financial and quantitative analysis : JFQA
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of futures markets
2
Financial management
1
International review of financial analysis
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Risk : managing risk in the world's financial markets
1
The financial review : the official publication of the Eastern Finance Association
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OLC EcoSci
ECONIS (ZBW)
81
RePEc
37
BASE
6
Other ZBW resources
4
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1
Timing versus Buy and Hold: A Model for Determining Predictive Accuracy Required for Superior Performance
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
The financial review : the official publication of the …
46
(
2011
)
4
,
pp. 595-621
Persistent link: https://www.econbiz.de/10009332984
Saved in:
2
A Test of Technical Analysis: Matching Time Displaced Generalized Patterns
Hilliard, Jimmy
;
Schwartz, Adam
;
Squire, James
- In:
Financial management
42
(
2013
)
2
,
pp. 291-314
Persistent link: https://www.econbiz.de/10010122791
Saved in:
3
Alternative investments - Pricing options on film revenue - This article illustrates two models for cumulative revenues from films, and how these models can be used to price options. The authors find that while both models lead to option prices that accurately reflect discounted future option payouts, the gamma process model is easier to implement.
Chance, Don
;
Hillebrand, Eric
;
Hilliard, Jimmy
- In:
Risk : managing risk in the world's financial markets
22
(
2009
)
5
,
pp. 80-86
Persistent link: https://www.econbiz.de/10008257105
Saved in:
4
Testing Greeks and price changes in the S&P 500 options and futures contract: A regression analysis
Hilliard, Jitka
- In:
International review of financial analysis
26
(
2013
),
pp. 51-58
Persistent link: https://www.econbiz.de/10010074124
Saved in:
5
Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
3
,
pp. 671
Persistent link: https://www.econbiz.de/10006691645
Saved in:
6
Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot
Hilliard, Jimmy E.
;
Reis, Jorge
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10006700984
Saved in:
7
Valuing Prepayment and Default in a Fixed-Rate Mortgage: A Bivariate Binomial Options Pricing Technique
Hilliard, Jimmy E.
;
Kau, James B.
;
Slawson Jr, V.Carlos
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
3
,
pp. 431-468
Persistent link: https://www.econbiz.de/10006917835
Saved in:
8
On the Statistical Significance of Event Effects on Unsystematic Volatility
Hilliard, Jimmy E.
;
Savickas, Robert
- In:
The journal of financial research : a publ. of the …
25
(
2002
)
4
,
pp. 447-462
Persistent link: https://www.econbiz.de/10006825018
Saved in:
9
Pricing Currency Options Under Stochastic Interest Rates and Jump Diffusion Processes
Doffou, Ako
;
Hilliard, Jimmy E.
- In:
The journal of financial research : a publ. of the …
24
(
2001
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10006829580
Saved in:
10
An empirical analysis of multi-period hedges: Applications to commercial and investment assets
Hilliard, Jimmy E.
;
Huang, Pinghsun
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 587-606
Persistent link: https://www.econbiz.de/10006813557
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