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Engle, Robert F.
54
Engle, Robert
17
Figlewski, Stephen
15
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5
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4
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3
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Working paper / National Bureau of Economic Research, Inc
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The review of financial studies
7
Journal of econometrics
6
The journal of finance : the journal of the American Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Financial markets, institutions & instruments
3
The review of economics and statistics
3
Econometric theory
2
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2
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2
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2
Journal of monetary economics
2
The American economic review
2
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2
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1
International review of economics & finance : IREF
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1
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Risk : managing risk in the world's financial markets
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ECONIS (ZBW)
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Centralized Clearing for Credit Derivatives
Acharya, Viralv
;
Engle, Robert
;
Figlewski, Stephen
; …
- In:
Financial markets, institutions & instruments
18
(
2009
)
2
,
pp. 168-170
Persistent link: https://www.econbiz.de/10008225702
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2
Options, Short Sales, and Market Completeness
Figlewski, Stephen
;
Webb, Gwendolyn P.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
2
,
pp. 761-778
Persistent link: https://www.econbiz.de/10006603685
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3
The adaptive mesh model: a new approach to efficient option pricinge
Figlewski, Stephen
;
Gao, Bin
- In:
Journal of financial economics
53
(
1999
)
3
,
pp. 313-352
Persistent link: https://www.econbiz.de/10006519013
Saved in:
4
Evaluating the Performance of the Protective Put Strategy - Simulation reveals that some seemingly reasonable protective put strategies actually provide very little protection, while strategies that involve buying in-the-money options can produce attractive return profiles.
Figlewski, Stephen
;
Chidambaran, N.K.
;
Kaplan, Scott
- In:
Financial analysts' journal : FAJ
49
(
1993
)
4
,
pp. 46-56
Persistent link: https://www.econbiz.de/10006353870
Saved in:
5
FLOOR TRADING WITH HAND-HELD COMPUTERS
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
1
(
1994
)
3
,
pp. 87
Persistent link: https://www.econbiz.de/10006002352
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6
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
Persistent link: https://www.econbiz.de/10005940817
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7
Market Risk and Model Risk for a Financial Institution Writing Options
Green, T.Clifton
;
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1465-1500
Persistent link: https://www.econbiz.de/10007375435
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8
How to Lose Money in Derivatives
Figlewski, Stephen
- In:
Bank accounting & finance
8
(
1995
)
4
,
pp. 17-24
Persistent link: https://www.econbiz.de/10007081654
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9
The Informational Content of Implied Volatility
Canina, Linda
;
Figlewski, Stephen
- In:
The review of financial studies
6
(
1993
)
3
,
pp. 659-682
Persistent link: https://www.econbiz.de/10007093168
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10
FORECASTING VOLATILITY - I. INTRODUCTION 2 . II. FORECASTING VOLATILITY USING HISTORICAL DATA 15 . IMPLIED VOLATILITY 45 . IV. SUMMARY AND CONCLUSION 80 . V. REFERENCES 86 . VI. NOTES ON CONTRIBUTOR-ACKNOWLEDGMENTS 88
Figlewski, Stephen
- In:
Financial markets, institutions & instruments
6
(
1997
)
1
Persistent link: https://www.econbiz.de/10007251429
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