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OPTIMAL RISK MANAGEMENT USING OPTIONS
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matttlew; … - 1997
Persistent link: https://www.econbiz.de/10006996685
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Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - In: The review of financial studies 15 (2013) 2, pp. 655-654
Persistent link: https://www.econbiz.de/10010114398
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Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - In: The review of financial studies 15 (2002) 2, pp. 655
Persistent link: https://www.econbiz.de/10007038729
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BEHAVIORALIZE THIS! INTERNATIONAL EVIDENCE ON AUTOCORRELATION PATTERNS OF STOCK INDEX AND FEATURES RETURN
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - 1999
Persistent link: https://www.econbiz.de/10006988055
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THE BEST OF BOTH WORLDS - A hybrid method for estimating VAR that is both easy and computationally cheap.
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert - In: Risk : managing risk in the world's financial markets 11 (1998) 5, pp. 64-67
Persistent link: https://www.econbiz.de/10007063432
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THE MYTH OF LONG-HORIZON PREDICTABILITY
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert - 2005
Persistent link: https://www.econbiz.de/10006956613
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THE INFORMATION IN LONG-MATURITY FORWARD RATES: IMPLICATIONS FOR EXCHANGE RATES AND THE FORWARD PREMIUM ANOMALY
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert - 2005
Persistent link: https://www.econbiz.de/10006956736
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A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns
Boudoukh, Jacob; Richardson, Matthew P.; Whitelaw, Robert F. - In: The review of financial studies 7 (1994) 3, pp. 539-574
Persistent link: https://www.econbiz.de/10007089868
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A diagnostic tool for yield curve models
Ahn, Dong-hyun - In: Journal of economic research 14 (2009) 1, pp. 69-92
Persistent link: https://www.econbiz.de/10009929718
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Common Factors and Local Factors: Implications for Term Structures and Exchange Rates
Ahn, Dong-Hyun - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 69-102
Persistent link: https://www.econbiz.de/10006693597